EViews.com

Hi guys,
I really need your help!!!

I test time series data using ADF unit root test.
When I test one of my variables in levels I find that is non-stationary in all 3 cases( with constant and trend (insignificant), with constant(insignificant) and without trend and constant).
Taking the first difference I find that with the constant and trend, the null hypothesis of non-stationary is rejected, so is stationary. BUT with the constant only the null hypothesis is not rejected while without the constant and trend the null is rejected.
So what I have to do??? is my variable stationary in first difference or I have to take second difference??????
I am so confused with the ADF procedure, whether we have to include constant or not!!!

Please help me
Thanks in advance

Hi Guys, please I need your help, I have the same problem, in case my variable is stationnary only with intercept and trend, is it then stationay in first difference and should I detrend my serie to work with it for cointegration after that?
Thanks in advance.

Hi guys,
I really need your help!!!

I test time series data using ADF unit root test.
When I test one of my variables in levels I find that is non-stationary in all 3 cases( with constant and trend (insignificant), with constant(insignificant) and without trend and constant).
Taking the first difference I find that with the constant and trend, the null hypothesis of non-stationary is rejected, so is stationary. BUT with the constant only the null hypothesis is not rejected while without the constant and trend the null is rejected.
So what I have to do??? is my variable stationary in first difference or I have to take second difference??????
I am so confused with the ADF procedure, whether we have to include constant or not!!!

Please help me
Thanks in advance

Variable
With intercept
With trend and intercept
None
Order of integration

Ln rgdp
-3.04465
-1.181654

1.286404
I(1)

Dlnrgdp
-7.72953*
-9.025034*
-7.537166*


Ln hunk
-1.347548
-3.397069
0.69884
I(1)

Lnhumc
-6.575929*
-6.612879*
-6.412059*


Inhere
-1.598707
-2.493815
-1.568925
I(1)

Dlnherf
-6.36826*
-6.348904*
-6.398952*


Lnopen
-0.185156
-0.709152
1.027558
I(1)

Lnopen
-9.442456*
-9.620037*
-9.374600*


Lerner
-1.071737
-1.726695
-0.515880
I(1)

Dlnherf
-5.123476*
-5.066272*
-5.188266*


Ln labour
2.438182
1.368125
-0.140553
I(1)

dlnlabour
1.237344*
3.559872*
3.559872*


Ln fdi
-4.221363
-3.795463
1.701544
I(1)

Dandy
-6.737761*
-6.995758*
-6.328590*

Explain p value at 1%, 5%, 10%

Sent from my SM-A605FN using Tapatalk

How can explain p value under this

Sent from my SM-A605FN using Tapatalk