Steps for Non-stationarity
Posted: Fri Apr 29, 2016 7:57 am
Hi all, I have used the ADF test to test for non-stationarity. Most variables are stationary/ significant. The remaining ones (i.e. non stationary/ insignificant) become stationary after clicking the first difference option. What should I do now regarding the next step for my regression? I need to take log or how to transform my data? Thanks a lot!!