Contegration Test
Posted: Tue Jan 03, 2012 8:35 am
Hi Everyone
Happy New Year. I have 6 vatiables. 5 variables are I(1) and one variable I(2). How do I test Contegration A) All 6 variables considering 1st difference B) 5 variables considering 1st difference and one Variable 2nd fifference or C) All variables considering at level (Non-stationary)
I am looking your help.
With regard
Ali
Happy New Year. I have 6 vatiables. 5 variables are I(1) and one variable I(2). How do I test Contegration A) All 6 variables considering 1st difference B) 5 variables considering 1st difference and one Variable 2nd fifference or C) All variables considering at level (Non-stationary)
I am looking your help.
With regard
Ali