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I would like to know, after performing a unit root test then you find that two out of five independent variables are integrated of order I(1) while the rest including the dependent variable are stationery at level i.e I(0).do you proceed to test for co integration and if so what is the procedure?.ho...

Cointegration refers to a scenario where linear combination of nonstationary variables is stationary. For these non-stationary time series variables, there is a possibility of estimation by differencing in cases where the differences are stationary as already mentioned above under stationarity and u...