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by sartika
Tue Oct 13, 2015 3:28 pm
Forum: Econometric Discussions
Topic: stationer in first difference
Replies: 0
Views: 1782

stationer in first difference

dear all, i want to do granger causality test, the first step is unit root test. the result is data stastioner in first difference. in the next step is cointegration test which data that i must use. i use level data or first difference data in cointegration test? and in the same case (stationer in f...
by sartika
Wed Oct 07, 2015 7:03 pm
Forum: Econometric Discussions
Topic: Granger causality test
Replies: 0
Views: 1857

Granger causality test

dear all, I have this data: 1. GRDP for each region/province in Indonesia (16 region). 2. Electricity consumption for each region/province in indonesia (16 region). i want to investigate causal relationship between GRDP and electricity consumption in indonesia using data above. may i use granger cau...

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