Weak Stationarity

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shabir
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Joined: Sun Dec 27, 2009 4:25 am

Weak Stationarity

Postby shabir » Sun Dec 27, 2009 4:57 am

Hi

I have used Levin, Lin and Chu Test for stationarity. I am using seven explanatory variables. All data series show non-stationarity except one. I am pasting my results for that variable:



Cross-
Method Statistic Prob.** sections Obs

Levin, Lin & Chu t* -0.94791 0.1716 5 65

As you can see that the probability is 0.1716. Does this result show weak stationarity? Should I proceed with my regression?
Please Clarify

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