Hi Guys, please I need your help, I have the same problem, in case my variable is stationnary only with intercept and trend, is it then stationay in first difference and should I detrend my serie to work with it for cointegration after that?
Thanks in advance.
Search found 1 match
- Fri Oct 23, 2020 1:47 am
- Forum: Econometric Discussions
- Topic: ADF- Intercept and trend
- Replies: 3
- Views: 47997