Hi all,

I am doing my Bachelor's thesis at the moment and I ran into a problem I was hoping you could help me out with.

While running my data (in Eviews) I had relevant variables. However, when turning to a unit root test, it turned out I had a unit root problem (non stationarity, random walks). So I corrected for this using first differences and it worked to solve the unit root problem. But: now that I have these first differences, my variables stopped showing relevance.

So my questions are the following:

- Is it a problem when variables to stop showing relevance to the model when applying first differences, because without these they are relevant?

- If so, is there a way to solve for this?

- When applying first differences, are you supposed to do this with all variables or only with the ones who show the problem of nonstationarity?

Thank you!