HELP! Time series data,unit roo, log, Johansen, Var or VECM
Posted: Sun Feb 23, 2014 4:37 pm
Hello guys,
I am dealing with 10 years time series monthly data.
To run my regression, all variables have to be converted into log's. What I dont understand is, when i do unit root test, Johansen test and var, do i need to use variables that are converted to log's or no? Or just use all normal variables, and after doing the tests, convert everything to log's and run the regression.
Thank you
I am dealing with 10 years time series monthly data.
To run my regression, all variables have to be converted into log's. What I dont understand is, when i do unit root test, Johansen test and var, do i need to use variables that are converted to log's or no? Or just use all normal variables, and after doing the tests, convert everything to log's and run the regression.
Thank you