Hi all,
I’m conduction a time series analysis with 6 variables of 41 years. I’ve done the augmented Dicky fuller test for stationarity. The results showed that 3 variables are I(1) and 3 are I(2).
Due to different stationarity, Johanson cointegration test is no longer feasible. My supervisor suggested me to transform the I(2) variables to I(1). I read some articles for basic ideas but the solution are technical rather than practical. Is there any commend in Stata that transform variables to another stationarity level?
Help of any kind is appreciated.
I’m conduction a time series analysis with 6 variables of 41 years. I’ve done the augmented Dicky fuller test for stationarity. The results showed that 3 variables are I(1) and 3 are I(2).
Due to different stationarity, Johanson cointegration test is no longer feasible. My supervisor suggested me to transform the I(2) variables to I(1). I read some articles for basic ideas but the solution are technical rather than practical. Is there any commend in Stata that transform variables to another stationarity level?
Help of any kind is appreciated.
