Would you include your d.GDP (instead of the non-stationary GDP) in regression analysis or use GDP. For instance in Granger causality test which stationarity of variables is a prerequisite. I reckon you need to use d.GDP right? Edit: I believe d.GDP has one missing obs. compared to GDP since that is a difference. If you want to Granger test that you won't be able to use the new stationary d.GDP here since it has missing obs. How do you solve that? I'm in the same situation here.
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Would you include your d.GDP (instead of the non-stationary GDP) in regression analysis or use GDP. For instance in Granger causality test which stationarity of variables is a prerequisite. I reckon you need to use d.GDP right?
Edit: I believe d.GDP has one missing obs. compared to GDP since that is a difference. If you want to Granger test that you won't be able to use the new stationary d.GDP here since it has missing obs. How do you solve that? I'm in the same situation here.
Thank you!
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