I am using two variables and they are attaining stationarity at I(I) and I(2). Depentdent variable at I(2) and Independent at I(1). what to do?

18 February 2018 0 9K Report

when I did granger test I found unidirectional relationship. and found the Dependent variable (GDP) is influencing the Independent Variable (COP) COP= Crude oil prices of India.

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