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  • Augmented Dickey Fuller Test Intercept CPI GDP IIP Interest Rate Stock Data

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    perminderlbw
    32 views20 pages
    lmmal

    Original Title

    Unit Root Test123

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    lmmal

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    32 views20 pages

    Augmented Dickey Fuller Test Intercept CPI GDP IIP Interest Rate Stock Data

    Uploaded by

    perminderlbw
    lmmal

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 20

    Augmented Dickey Fuller Test

    Intercept
    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Augmented Dickey Fuller Test


    Intercept and Trend

    Unit Root Test


    Phillips Perron Test
    Intercept
    Intercept and Trend
    -3.62
    -3.62
    -4.23

    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Augmented Dickey Fuller Test


    Intercept
    -4.561817
    -4.858937
    -9.085144

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend
    -6.430708
    -8.937852

    Phillips Perron Test


    Intercept
    Intercept and Trend
    -4.52976
    -15.83725
    -3.828727

    Augmented Dickey Fuller Test


    Intercept
    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend

    Phillips Perron Test


    Intercept Intercept and Trend

    Augmented Dickey Fuller Test


    Intercept
    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend

    Phillips Perron Test


    Intercept Intercept and Trend

    Augmented Dickey Fuller Test


    Intercept
    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend

    Phillips Perron Test


    Intercept Intercept and Trend

    Augmented Dickey Fuller Test


    Intercept
    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend

    Phillips Perron Test


    Intercept Intercept and Trend

    Augmented Dickey Fuller Test


    Intercept
    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend

    Phillips Perron Test


    Intercept Intercept and Trend

    Augmented Dickey Fuller Test


    Intercept
    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend

    Phillips Perron Test


    Intercept Intercept and Trend

    Augmented Dickey Fuller Test


    Intercept
    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend

    Phillips Perron Test


    Intercept Intercept and Trend

    CPI
    GDP
    IIP
    Interest Rate
    Stock Data

    Augmented Dickey Fuller Test


    Intercept
    -5.478239
    -3.904653
    -9.20119
    -5.004914
    -7.650257

    Unit Root Test


    Augmented Dickey Fuller Test
    Intercept and Trend
    -5.462076

    -6.523132
    -7.620135

    Phillips Perron Test


    Intercept Intercept and Trend
    -4.17207
    -8.462446 first
    -24.28987
    -24.98736
    -15.48359
    -5.625938
    -5.091458
    -5.217399
    -10.36388
    -13.99575

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