HI, I am checking thhe long-term relationship between unemployment and labor force participation rate. I have a integration order I(1) and I want to run VAR. As far as I understand I need to use first differences in VAR cause they are stationary. Should I perform tests for heteroskedasticity, normality and autocorrelation on them or variables on levels?
Related Posts with VAR, test for normality, autocorrelation and heteroskedasticity- should I use stationary first differences for these tests? Please help!
Subscribe to:
Post Comments (Atom)
0 Response to VAR, test for normality, autocorrelation and heteroskedasticity- should I use stationary first differences for these tests? Please help!
Post a Comment