Dear all:
two data of my four time series data used in estimation contain unit root. Should I use mode_compute=6 and do not need do anything more when estimate the model ? P.S., The model is stationary and the data is supposed to be stationary but it really contain unit root.
thank you all!
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data contains unit root
by leogaoyang » Fri Apr 26, 2013 4:15 am
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