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Unit Root Test-An Example. Homework . 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 ).

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homework
Homework
  • 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 )
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