Granger causality test - first difference
Posted: 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!!
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!!