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Unit Root Test-An ExamplePowerPoint Presentation

Unit Root Test-An Example

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Unit Root Test-An Example

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Unit Root Test-An Example

- Apply the DF tests on the following three data series
- Exchange rate
- CPI index
- M2 money supply

- Monthly data
- 10-year data at least
- Q:
- Type of RW? (Graph the data series)
- Selection on time lag? (Use AIC and Schwarz value )