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- Sun Dec 27, 2009 4:57 am
- Forum: Econometric Discussions
- Topic: Weak Stationarity
- Replies: 0
- Views: 2654
Weak Stationarity
Hi I have used Levin, Lin and Chu Test for stationarity. I am using seven explanatory variables. All data series show non-stationarity except one. I am pasting my results for that variable: Cross- Method Statistic Prob.** sections Obs Levin, Lin & Chu t* -0.94791 0.1716 5 65 As you can see that ...