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- Mon Apr 02, 2012 10:40 am
- Forum: Econometric Discussions
- Topic: regression of nonstationary time series
- Replies: 2
- Views: 4077
Re: regression of nonstationary time series
Send your data to tomdireill@verizon.net and I will take a look. Is your data "explosive"? If it is, then you CAN be this way and make sense. Hamilton talks about MA, but it can also be ok for an AR. From the Eviews manual: If has a real root whose absolute value exceeds one or a pair of c...