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to lardie2345 if all variables are I(1), you should use level values, if variables are different integrating order, you should equal them by integrating order. [/quote This post by dealsfe to lardie2345 is interesting, but I need someone to quote a reference to justify or authenticate the statement...

to lardie2345 if all variables are I(1), you should use level values, if variables are different integrating order, you should equal them by integrating order. [/quote This post by dealsfe to lardie2345 is interesting, but I need someone to quite a reference to justify or authenticate the statement...