Unit root doubts
Posted: Wed Jun 06, 2012 1:25 pm
Dear all,
I have some doubts about..well..lots of things, but at the moment, it is linked to unit root. I have to test the cointegration of 6 series, however, before that, I have to check the unit root. I am not sure about how to test the unit root of all these series, should I test it individually or as a group? What is the best and most reliable option?
Thank you in advance!
Sahara
I have some doubts about..well..lots of things, but at the moment, it is linked to unit root. I have to test the cointegration of 6 series, however, before that, I have to check the unit root. I am not sure about how to test the unit root of all these series, should I test it individually or as a group? What is the best and most reliable option?
Thank you in advance!
Sahara