generate change in series
Posted: Tue Mar 29, 2011 9:11 am
I have two series bse index and exchange rate, now both the series are non stationary seriers under ADF test, but under Ist difference they both are stationary. I wanting to get (change in bse index) and (change in exr) series. How to obtain change in series. The data is as follows:
BSE Index
3,841.11
3,755.10
4,256.09
4,305.76
3,876.08
3,902.03
3,803.24
3,560.29
3,658.98
3,224.36
3,622.22
3,892.75
4,006.81
EXR
35.8281
35.8248
35.8202
35.7474
36.0085
36.4756
36.302
37.2889
39.4
39.391
39.0079
39.5686
39.7029
BSE Index
3,841.11
3,755.10
4,256.09
4,305.76
3,876.08
3,902.03
3,803.24
3,560.29
3,658.98
3,224.36
3,622.22
3,892.75
4,006.81
EXR
35.8281
35.8248
35.8202
35.7474
36.0085
36.4756
36.302
37.2889
39.4
39.391
39.0079
39.5686
39.7029