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Is q = 6 for combined lag ?
My data become stationary at I(1) while one variable is stationary at I(0) so how to use them in ARDL model? Should i use differenced data or original data ?
original data
Is q = 6 for combined lag ?
My data become stationary at I(1) while one variable is stationary at I(0) so how to use them in ARDL model? Should i use differenced data or original data ?
original data