unit root test
Posted: Sun Oct 18, 2020 1:05 pm
I want to estimate a VAR model with 3 variables (log(x), log(y) and log(z)).
Please I have to test the stationarity of variables (x, y and z) or the stationarity of the log of variables (log(x), log(y) and log(z))??
Please I have to test the stationarity of variables (x, y and z) or the stationarity of the log of variables (log(x), log(y) and log(z))??