How to convert I (1) series into I (2) series?
an urgent reply will be appreciated
Cointegration
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startz
- Non-normality and collinearity are NOT problems!
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Re: Cointegration
that is a bizarre thing to want to do, but
Code: Select all
series i2 = i1
smpl @first+1 @last
i2 = i2 +i2(-1)Return to “Econometric Discussions”
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