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
Weak Stationarity
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