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Results tagged with time-series
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user 174951
Time series are data observed over time (either in continuous time or at discrete time periods).
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Reason for I(1) integration order limit in ARDL regression
What is the reason for I(1) integration order limit of independent (or dependent) variable in ARDL regression?, to be specific I(2) variable will 'break' the ARDL model/estimation. Fast thinking I can …
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