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Posted: **Tue Aug 26, 2014 10:07 am**

Dear Tom

Trust you are well. However, I need your help again. I have time series data, they have Unit Root at level but 1st difference they are ok. I am taking data 1st difference and lag1, lag2, and lag3 for estimation. The result shows that it is not significant. My asking question is that this result carry any value or not. Please explain it.

Thanking you

with kinds

alim

Posted: **Tue Aug 26, 2014 11:49 am**

If a series is a random walk or very close to it, that would be exactly the behavior you would expect.

Posted: **Wed Aug 27, 2014 7:53 am**

Dear TomDoan

Thank you for your comments. Can you please tell me the results of coefficients value carry any value in this situation or the results of coefficients are not countable?

I am looking your best help in this regard.

Thanking you

with kind
alim

Posted: **Wed Aug 27, 2014 10:51 am**

Why wouldn't they be?

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Lag difference and significant

Lag difference and significant

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