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Hey, users!

I have a question regarding the data to use to Granger causality and Johansen cointegration test. Can I use the exact same data for both tests, since one requires stationarity and the other non-stationary?

Sahara

Yes you can. You need to use first difference to make them stationary to be used. for more details you can check this website

http://www.youtube.com/user/sayedhossain23/featured