I have time-series of different interest rates. Graphs of all series show existence of trend. For some of these series ADF-test with constant rejects null hypothesis. For others, null hypothesis is rejected with "constant, linear trend" specification.
- Are all of these times series truly stationary, i.e. I(0)?
- If they are not stationary should I difference them for VAR or somehow include trend in VAR for TS-series?