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I am currently working with a data set of German data. Germany has a few national holidays that don't exist in the US but are irregular in the month of year that they occur like Easter is. I know that the X-12 procedure in Eviews can account for Easter and Labor Day holiday effects. Is there a way i...

if you are finding that all of the coefficients are now not significant, you may want to test to see if all the I(1) nonstationary variables are cointegrated to do this, save the residuals from your original regression. Run an ADF test on the residuals to see if the residuals are also I(1). In theor...

I have a model Yt = b1X1 +b2X2 + b3t + Dt + et both Yt and X1 are I(1) variables but X2 is I(0). t is an included time trend and Dt is a dummy variable to indicate a specific event (0 up until the event, 1 afterward) Running ADF tests on the residuals from the above equation show that the residuals ...