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1st Difference

Posted: Fri May 05, 2017 9:27 am
by joannetan92
My data is in quarterly and I am trying to see the value at level and 1st difference.
Normally the 1st difference is in DY=Y-Y(-1)
That's mean my result in 1st difference will be, for example forth quarter minus third quarter (in the same year different quarter).

How can I estimate year on year basic?
I want estimate the first difference like, 2015 Q4 minus 2014 Q4 (different year but same quater).

Re: 1st Difference

Posted: Fri May 05, 2017 9:30 am
by EViews Gareth
d(y,0,4)

Re: 1st Difference

Posted: Fri May 05, 2017 9:35 am
by joannetan92
Hi Gareth,

mean that I need to genr d(y,0,4) ?

Re: 1st Difference

Posted: Fri May 05, 2017 9:39 am
by EViews Gareth
Or just use it in place.

Re: 1st Difference

Posted: Fri May 05, 2017 9:43 am
by joannetan92
Sorry, I don't quite understand.

Let's say, I want to use it in Unit Root test? What should I select?
Attached the file below for your references.

Re: 1st Difference

Posted: Fri May 05, 2017 9:45 am
by joannetan92
Screen Shot 2017-05-06 at 12.42.06 AM.png
Screen Shot 2017-05-06 at 12.42.06 AM.png (141.54 KiB) Viewed 15873 times

Re: 1st Difference

Posted: Fri May 05, 2017 9:48 am
by EViews Gareth
show d(y,0,4)

Re: 1st Difference

Posted: Fri May 05, 2017 9:52 am
by joannetan92
..

Re: 1st Difference

Posted: Fri May 05, 2017 10:00 am
by EViews Gareth
If you like.

Re: 1st Difference

Posted: Fri May 05, 2017 10:05 am
by joannetan92
Then how can I check wether is stationary at first difference or not ? :cry: :cry: :cry: