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- Sat Apr 28, 2012 2:47 pm
- Forum: Econometric Discussions
- Topic: 1st difference vs. 2nd difference
- Replies: 0
- Views: 1685
1st difference vs. 2nd difference
Hi, I'm working on a forecasting a data set. I took the log of the data and conducted an unit root test. The test results were failed to reject so I proceed w/taking the 1st difference of the data. The 1st difference of the graph seemed a lot better but I do not know if this is looks "covarianc...