GMM differencing

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srorange
Posts: 3
Joined: Sat Oct 02, 2010 12:25 pm

GMM differencing

Postby srorange » Fri Oct 15, 2010 10:00 am

I wanna take log of differenced data in GMM.
If I represent variable like log(), and click differences in step 3.
Will the software difference the log transformation?
It makes no sense to do that.
It there a way to difference the data first, then transform to log?
Thanks

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