I have 3 questions on EViews:
m, x, and y are three series. I have found that $m \sim I(1)$, and $x \sim I(2)$,and $y \sim I(2)$
Firstly, can I generate first degree difference by writing " d(m) " in EViews? How do I generate second degree difference in EViews?
Second, I want to do a causality test. Two series are second degree differenced whereas one series is first degree differenced. Does testing these three series together lead to a problem? Or do all series have to be the same degree difference?
Third and the most important question is that can I use series at different degree diffrence by doing Johansen's cointegration test? Does this create a problem?