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- Wed Mar 09, 2016 11:33 am
- Forum: Econometric Discussions
- Topic: Detrending time series
- Replies: 0
- Views: 3462
Detrending time series
HI, I have several problems and I am not sure, where I am wrong, so I would like to ask you. I need to do VAR model between the GDP of three countries, however the series seems to have deterministic trend. For that purpose, I create command in eviews, then run LS regression like this ls usgdp c tren...
