y***z
发帖数: 4 | 1 比如说我要做，y=a+b*x+c*x^2,
x,y are trend stationary =〉detrending by fit x=e+f*time+r_x and get
residuals r_x and r_y
And then run r_y=A+B*r_x+C*r_x^2
questions,
1)How should I work out dy/dx then?
2) Can I detrend by adding time to original regression?
3)If x&y are random walk with drift, then I have do I(1) right?
Thank you very much. |
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