Current location - Education and Training Encyclopedia - Graduation thesis - Logarithm of papers
Logarithm of papers
In fact, the logarithm of variables should be taken before ADF test. As upstairs said, heteroscedasticity can be weakened. After logarithm, the same order can be used for later modeling and analysis. LZ is lucky. In my thesis, the variables are still not in the same order after logarithm, which is a headache.