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Posted: **Tue Apr 19, 2016 6:05 am**

How to convert I (1) series into I (2) series?

an urgent reply will be appreciated

Posted: **Tue Apr 19, 2016 7:50 am**

that is a bizarre thing to want to do, but


series i2 = i1
smpl @first+1 @last
i2 = i2 +i2(-1)

Cointegration