How I choose the result of Unit Root Test ?
Posted: Sat Feb 01, 2014 9:04 am
Hello
I tested Unit root with ADF at Level I(0)
(X)
With trend and Intercept > Stationary
With intercept > Stationary
None > Non-Stationary
What the result that i should choose ?
If it stationary at Level, can i do johansen's cointegration test with this variable? (Other variables (Y,Z) are stationary at 1st diff I(1))
Thank you,
I tested Unit root with ADF at Level I(0)
(X)
With trend and Intercept > Stationary
With intercept > Stationary
None > Non-Stationary
What the result that i should choose ?
If it stationary at Level, can i do johansen's cointegration test with this variable? (Other variables (Y,Z) are stationary at 1st diff I(1))
Thank you,