I have few seemingly simple questions.
I am working on time series data and applying vector error correction model. I find different results when I transform the data into LOG and LN. Which one is better?
I have variables in % and in levels (numbers). I have for example one which is measured in million USD and others in %. My question: shall I list the whole number in eviews like 47,000,000,000 or just 47 and then bring in the billion when interpreting the results? Does it make any difference when running Johansen's test?