程序代写 ECON3206/5206 Financial Econometrics - Slides-08: Example Unit Root

ECON3206/5206 Financial Econometrics – Slides-08: Example Unit Root

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Slides-08 UNSW

Example: testing for a unit root in Australian real GDP (1970:Q1-2007:Q2)

Slides-08 UNSW

ADF(5) with intercept on Australian real GDP (1970:Q1-2007:Q2)

Slides-08 UNSW

ADF(5) with no deterministic terms on Australian real GDP

Slides-08 UNSW

Imposing a unit root process with no intercept on real GDP

Slides-08 UNSW

Imposing a unit root process allowing for an intercept on real GDP

Slides-08 UNSW

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