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- Sat Feb 01, 2014 9:04 am
- Forum: Econometric Discussions
- Topic: How I choose the result of Unit Root Test ?
- Replies: 1
- Views: 1940
How I choose the result of Unit Root Test ?
Hello I tested Unit root with ADF at Level I(0) (X) With trend and Intercept > Stationary With intercept > Stationary None > Non-Stationary What the result that i should choose ? If it stationary at Level, can i do johansen's cointegration test with this variable? (Other variables (Y,Z) are stationa...