Friends,
When I test for unit root for my data I found some of my data to be in order of I(0) and others in I(1). To have stationary time series at the same order for all the series is it possible to have the test at the first difference for those that are already stationary at their levels?
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- Sun Jan 06, 2013 5:48 am
- Forum: Estimation
- Topic: Clarifying the formulas in unit root tests
- Replies: 10
- Views: 8101