Lag difference and significant

[alim]

Hello Everyone

I would be highly glad if someone help the following circumstances:

In time series data, they have Unit Root at level but 1st difference they are ok. I am taking data 1st difference and lag1, lag2, and lag3 for estimation. The result shows that it is not significant. My asking question is that this result carry any value or not. If someone knows please help me.

Thanking you

Ali