non-stationarity

  1. N

    Time Series regresison - issues with Stationarity/Residuals

    We set up an OLS model about 6 months ago, using time series data (both the dependent and independent variables are Monthly data). The model has 2 independent continuous time series and 2 other (categorical and numeric) variables. Initially, we did not think it necessary to specifically conduct...
  2. A

    Stationary data first after the 2-order/3-order difference on LN(variable)

    I want to make an Linear Regression. Dependent variable: GDP Independent variables: Net exports and Debt and some control variables All variables are seasonal and calendar adjusted. The aim it to see the effects of Next export and Debt on GDP for different european countries. I will make...
  3. N

    What to do with non-stationary and not cointegrated panel data?

    Hi, I've been trying to conduct a panel data analysis. I have 3 variables, all of them stationary at I(1). Then I employed both Westerlund and Pedroni panel cointegration tests. Both tests gave the same result, my data are not cointegrated. And now i am lost, don't know what's next? How can...
  4. L

    interpretation for %DFTEST results

    Hello, I need to interpret the results of this macro %DFTEST: proc print data=sashelp.air;run; %dftest(sashelp.air, air, ar=1, dif=(1), trend=1, outstat=delete); proc print data=delete; run; I created this example to demonstrate this problem I am trying to resolve. I need to find out...