data contains unit root
Posted: Fri Apr 26, 2013 4:15 amDear 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!
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!