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I have econometric data, and the three tests of unit root: Dickey-Fuller, Phillips–Perron and KPSS have confirmed that more than half of my variables aren't integrated at I(0), nor they are at I(1). I have read in some references that ARDL needs at least all variables to be I(1) (more preferable if they are I(0)), can I use it in my case knowing that my data isn't stationary in both level and at first difference?

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  • $\begingroup$ Would you mind using capital letters where appropriate? $\endgroup$
    – Richard Hardy
    Commented Jan 29, 2022 at 19:39
  • $\begingroup$ I have made the changes $\endgroup$
    – math geek
    Commented Jan 29, 2022 at 19:44
  • $\begingroup$ Does not look like it. This is how it should be done. $\endgroup$
    – Richard Hardy
    Commented Jan 29, 2022 at 20:31
  • $\begingroup$ do you have an answer to my question ? $\endgroup$
    – math geek
    Commented Jan 29, 2022 at 20:33

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