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My Ph.D. topic is "relationship between macro economic variables and stock market movement in developing countries". Data on Macro economic variables is available year-wise only for the last 20 years. Can we do econometric analysis like co-integration, causality test etc with only years wi...

1. when series are integrated at I(1)ie., at first difference.
for computing variance decomposition, series at levels or series at first differenced should be used?

2. in VECM or VAR output, how to find out that the 't' value is statistically significant?

thanks in advance