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I have a simple question (sounds maybe ridiculous) about applying the ADF-Test in JMulti. There you look at the first difference of a series. So I was wondering, if the selected input series already has to be the differenciated one (and I have to differentiate it manually before applying the test) or if I have to take the original one (and JMulti differentiates it in the background automatically)? I took the original one but today I've seen that there is a differenciated variable (named cons_log_d1) chosen in the example online help chapter (initanal.pdf) and so I'm ruminating now.
I would be very glad if someone can respond to this question soon.
Thank you very much,