Hello everyone,

I am performing time series analysis. I have performed multiple imputation on only one of my continuous variables that had missing data using mi command (15 imputations) I have done all the necessary diagnostics thereafter.

How do I perform a stationarity test using ADF or any other on this imputation or should this be done before I impute for the variable?

Also after stationarity test, once it is determined that I have to use either VAR/ARDL or any other model, do I continue to run regressions with
mi xeq 15: var
mi xeq 15: ardl

Thanks

Rose