Which model can be used for a mix of I(1) and I(2)?

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David Eugene Booth

What does l(1) and l(2) stand for?

Suraj Sharma

Hello Sir,

It means integration order of series. I(1) is integrated of order one and so on.

Cristian Ramos-Vera

https://www.researchgate.net/post/VAR_or_VECM_for_a_mix_of_I1_and_I2_order_variables

https://www.researchgate.net/post/What_model_suits_best_the_mix_of_I1_and_I0_variables