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Rasheeda Muthaliph
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Rasheeda Muthaliph

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When the data become stationary at their levels, what are tests we can perform on a time series? pls specify´╗┐
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thanks for replying. I want to check the relationship between stock returns and 5 macroeconomic variables. all data were found stationary (except 1 independent variable) were found stationary at their level. How do i check the long run and short run relationship of the data? what are the tests i should take up? can i do variance decomposition and impulse response?´╗┐
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Rasheeda Muthaliph

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Have her in circles
16 people
prasanna lokugamage's profile photo
Davidraja Krishnan's profile photo
Nipuna Jayasuriya's profile photo
Muqarrab Jappar's profile photo
angelo keil's profile photo
Janith Jayashantha Jayaweera Gamage's profile photo
dileepa hettiarachchi's profile photo
Lalindra Fernando's profile photo
Nooranie Muthaliph's profile photo
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