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For cointegration I think the series must have same order of integration.

Hey I am doing an assignment too and got the same problem. My problem is how do you decide if trend component @trend should be left in the model or not. I am guessing you would have already finished your assignment now and I am already late in answering. But would you be able to help me out?

well you would start off with a trend and intercept model. But the problem I have is how to decide if the trend or intercept are significant or not.

I(1) is a first difference process and I(2) is a second difference. Select 1st difference in ADF for I(1) and 2nd difference for I(2). I am also doing an assignment and have to test for I(1) on log of two series. Does any of series have trend? Would you know how to decide if trend should be kept or ...

Hi guys I confused regarding the trend component when testing for unit roots using the dickey-fuller test. In eviews I started out with the general specification using 1st difference (intercept and the trend component). The t-statistic for trend component @trend is 0.327 and p-value 0.743. What do I...