Convert variables I(2) to I(1)

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Scalper
Posts: 34
Joined: Wed Jun 30, 2010 11:43 am

Convert variables I(2) to I(1)

Postby Scalper » Fri Aug 10, 2012 4:13 pm

Dear all,

I am testing unit root test and several series/variables present seccond differences or series I(2). However, i want to convert these series I(2) to I(1)

How can i Converth them in Eviews software?

Yours Faithfully,

Scalper
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: Convert variables I(2) to I(1)

Postby startz » Fri Aug 10, 2012 4:51 pm

If x is I(2) then D(x) is I(1).
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