Hello everybody and thank you to read this,
I am working on time series, and I have several problems.
My subject is about strike in France during the 20th century.
I want to explain the number of days-worked losts with the ideology of the communist party (i.e. the number of vote share for this party at parliament elections) and controlling for others factors like economic growth, inflation, union-density, unemployment, share of industry, agriculture, and service sector, and wages.
My dependent variable is in log and non-stationary and with a downward trend.
My interest variable ( vote share for communist party at parliament elections) is non stationary .
Share of industry and service, wages, and active population are non stationary.
Economic growth, unemployment and inflation, union density are stationary
I used a Dicker Fuller tests and Phillipps Perron test in order to verify the stationarity. Thereafter you can see the ac and pac of my dependant variable. I don't know what type of model should I try.
(I don't have data for the world wars). I know that I have to differentiate my datas, but I don't know how to deal because some are stationaries and some not.
Then I have another question: I want to test the size of the strikes with the same independant variable. My variable of size is stationary and the pac and ac shows me that there is only one year of partiel autocorrelation and one year of autocorrelation. Can I use an OLS standard?
Thank you in advance, and sorry it is the first time that I try to work on time series.
A. Collet,
I am working on time series, and I have several problems.
My subject is about strike in France during the 20th century.
I want to explain the number of days-worked losts with the ideology of the communist party (i.e. the number of vote share for this party at parliament elections) and controlling for others factors like economic growth, inflation, union-density, unemployment, share of industry, agriculture, and service sector, and wages.
My dependent variable is in log and non-stationary and with a downward trend.
My interest variable ( vote share for communist party at parliament elections) is non stationary .
Share of industry and service, wages, and active population are non stationary.
Economic growth, unemployment and inflation, union density are stationary
I used a Dicker Fuller tests and Phillipps Perron test in order to verify the stationarity. Thereafter you can see the ac and pac of my dependant variable. I don't know what type of model should I try.
(I don't have data for the world wars). I know that I have to differentiate my datas, but I don't know how to deal because some are stationaries and some not.
Then I have another question: I want to test the size of the strikes with the same independant variable. My variable of size is stationary and the pac and ac shows me that there is only one year of partiel autocorrelation and one year of autocorrelation. Can I use an OLS standard?
Thank you in advance, and sorry it is the first time that I try to work on time series.
A. Collet,
Comment