1 / 61

Some Pitfalls … II

Some Pitfalls … II. #2 Dark Northern Spring, DNS, 14%. Table 4: Without Freight Rates DNSJ, DNSPJ DNSJ-DNSPJ lnDNSJ, lnDNSPJ Unit roots, no cointegration lnDNSJ-lnDNSPJ Unit root ?. #2 Dark Northern Spring, DNS, 14%. Table 4: Without Freight Rates DNSJ, DNSGJ DNSJ-DNSGJ

lawson
Download Presentation

Some Pitfalls … II

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. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript


  1. Some Pitfalls … II

  2. #2 Dark Northern Spring, DNS, 14% • Table 4: Without Freight Rates • DNSJ, DNSPJ • DNSJ-DNSPJ • lnDNSJ, lnDNSPJ • Unit roots, no cointegration • lnDNSJ-lnDNSPJ • Unit root ?

  3. #2 Dark Northern Spring, DNS, 14% • Table 4: Without Freight Rates • DNSJ, DNSGJ • DNSJ-DNSGJ • lnDNSJ, lnDNSGJ • Unit roots, no cointegration • lnDNSJ-lnDNSGJ • Unit root ?

  4. #2 Dark Northern Spring, 14% • Table 5: No lag in Export Price, One Month lag in Freight Rate • lnDNSJ, lnDNSPJT • Unit roots, no cointegration • LnDNSJ-lnDNSPJT • Unit root?

  5. #2 Dark Northern Spring, 14% • Table 5: No lag in Export Price, One Month lag in Freight Rate • lnDNSJ, lnDNSGJT • Unit roots, cointegration • LnDNSJ-lnDNSGJT • Unit root: probably stationary

More Related