I wanna ask what the next step is after stationarity test?

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Mohammad Ridwan

After completing the stationarity test, the cointegration test may be conducted. Depending on the stationarity test, you must decide which cointegration test to execute.

Xin Xu

Mohammad Ridwan Thanks for your answer! I have another question. If some variables are stationary at first difference, but some are stationary at second difference, how to handle with this issue? Also, if I got the stationary data at the specific difference, then how to do regression analysis?