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the data should integrated of the same order. non stationary at level and stationary in 1st difference. you could run the modified data instead to avoid confusion on lag selection

thank you startz anyway. I used 1st differenced data in cointegration and granger. i did the test in groups. e.g. 1 independent variables and 3 dependent. the result showed that all of them have cointegrating relation. however, when i run the variables in pair. they dont established cointegrating re...

pls someone reply

Hi! Good day. I'm from the Philippines. Im currently doing my thesis. my study is all about the impact of macroeconomic factors to stock market. here are my variables: Independent: interest rate, inflation rate, forex and m2 dependent: financials index, industrial index and property index. this is w...

it didn't work. anyway. if my data has a unit root, it will stay as it is. but how will i generate new data in 1st difference?

hi.
using eviews 6
I know the process on unit root testing.After knowing the resut of the ADF test, how will I know if my data is converted to nonstationary data and stationary data

doesn't work either. trend is not defined.

im using eviews 6.


i have another question.how can i convert may data into non-stationary data and stationary data?
thank you.

Hi! I'm new to eviews. I have eviews6. please help me on how to run my data. what are equations and everything. my study is impact of macroeconomic factors to stock market I'm going to use Johansen cointegration test and granger causality. My problem is on ADF testing, on how to convert data to non ...

Hi!. I'm new to eviews. my problem is that my equation in ADF testing in level is d(interest)=c+trend+interest(-1)+e whenever i enter this equation that i learned from youtube, illegal lag or index specification for coefficient c was always showed. pls help me!. give me alternative equation or simpl...