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- Mon May 30, 2011 2:16 am
- Forum: Econometric Discussions
- Topic: I(2) vs I(1) test on first difference?
- Replies: 1
- Views: 2724
I(2) vs I(1) test on first difference?
Hi, Possibly this is a very dumb question so forgive me. I am doing an assignment where we have been asked to use ADF to test for I(1) on both log(x) and the first difference of log(x), and then to test for I(2) on log(x). From what I can understand from our course notes, the command for both of the...