about Granger Causalit Test
Posted: Tue Nov 27, 2012 11:37 am
Hey Guys~
I have a question about Granger Causality test ~~please kindly help me~~!!
When we use the Granger Causality Test in Eviews, do we use the level or first difference series??? Do we have to change the data into the first difference series when we run the modelling??
Many Thanks!!!!!!!!!!
I have a question about Granger Causality test ~~please kindly help me~~!!
When we use the Granger Causality Test in Eviews, do we use the level or first difference series??? Do we have to change the data into the first difference series when we run the modelling??
Many Thanks!!!!!!!!!!