I am doing a time series analysis and the first step to carry out the analysis is to check whether the variables are stationary or not. I applied dickey fuller unit root test but the result shows the data is not stationary. then i took the 1st difference and applied the test again but the result remains unchanged. I even went for the 2nd difference but the data is still non-stationary. I am using debt/gdp ratio, budget surplus/gdp ratio data. What could be the problem for this? and is there any alternative to make the data stationary.
if someone could provide me some suggestions.
thank you