Stationarty in level and differences
Posted: Tue Apr 06, 2010 7:04 pm
Hi every one,
Which is better; Having the data series stationary in level with trend, or having the same series stationary in it`s 1st or 2nd sifference?
This is to generate a cointegration test after.
Thanks
Which is better; Having the data series stationary in level with trend, or having the same series stationary in it`s 1st or 2nd sifference?
This is to generate a cointegration test after.
Thanks