Hello : Should one always difference before log transforming variables for stationarity? My >5000 obs dataset of stock index variables are non-stationary but show stationarity when logged to obtain return variables. Do I still need to difference?
Thanks for suggestions.
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- Wed May 10, 2017 6:58 pm
- Forum: Estimation
- Topic: Stationary or Non-stationary
- Replies: 4
- Views: 4164