Lag difference and significant

[alim]

Dear Tom

Trust you are well. However, I need your help again. I have time series data, they have Unit Root at level but 1st difference they are ok. I am taking data 1st difference and lag1, lag2, and lag3 for estimation. The result shows that it is not significant. My asking question is that this result carry any value or not. Please explain it.

Thanking you

with kinds

alim

[TomDoan]

If a series is a random walk or very close to it, that would be exactly the behavior you would expect.

[alim]

Dear TomDoan

Thank you for your comments. Can you please tell me the results of coefficients value carry any value in this situation or the results of coefficients are not countable?

I am looking your best help in this regard.

Thanking you

with kind
alim

[TomDoan]

Why wouldn't they be?