Granger causality test - first difference

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knuddlisi
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Joined: Thu May 17, 2012 9:36 am

Granger causality test - first difference

Postby knuddlisi » Thu May 17, 2012 9:43 am

Hello,
I use eviews for my bachelor thesis in order to test time series for granger causality. Actually, as my series is non-stationary I want to use the first difference. My colleague told me that I can write in order to get the first difference of my serie

(name of series) - (name of series)(-1).

Is this correct? When checking I saw that the official code for the first difference is d(series).

So do I get the same result with my way of doing it?

Thanks a lot!!

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