Urgent help needed on order of integration

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whwong
Posts: 2
Joined: Wed Apr 07, 2010 9:36 am

Urgent help needed on order of integration

Postby whwong » Wed Apr 07, 2010 9:44 am

I am a new user on Eviews. And It will be kind enuff for you guys to drop me some advice.
I have a log eviews file and i need to establish the order of integration. Please advise.
Much appreciated
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JimForest
Posts: 83
Joined: Thu Oct 16, 2008 7:53 pm
Location: MA

Re: Urgent help needed on order of integration

Postby JimForest » Wed Apr 07, 2010 9:52 am

Order of integration refers to the stationarity of the underlying series. I would perform unit root tests on each of your data series - I usually use ADF and KPSS (note the difference in null hypothesis).
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whwong
Posts: 2
Joined: Wed Apr 07, 2010 9:36 am

Re: Urgent help needed on order of integration

Postby whwong » Wed Apr 14, 2010 2:32 am

Thank you for your reply!
I need to model the relationship between variables. but i not sure, which relationship or test to do then. Any advise?
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