Unit root test an example
This presentation is the property of its rightful owner.
Sponsored Links
1 / 8

Unit Root Test-An Example PowerPoint PPT Presentation


  • 65 Views
  • Uploaded on
  • Presentation posted in: General

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 ).

Download Presentation

Unit Root Test-An Example

An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -

Presentation Transcript


Unit root test an example

Unit Root Test-An Example


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 )


  • Login