Non-stationery data

For econometric discussions not necessarily related to EViews.

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alexnovitzky
Posts: 5
Joined: Thu Nov 11, 2010 11:39 am

Non-stationery data

Postby alexnovitzky » Tue Nov 30, 2010 1:52 am

Hi there,

I have a novice question. If I have non-stationery data, how do I go about in making it Stationery in Eviews 6.0?

Thanks

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Non-stationery data

Postby startz » Tue Nov 30, 2010 9:17 am

The answer, of course, is that it depends on the process describing the data. But the most common solution is to first-difference.

Code: Select all

series newX = d(X)


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