How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman
This paper examines the methods and procedures that are employed in order to analyse time series data. Unit root tests (Augmented Dickey-Fuller and Phillips-Perron) are performed to investigate the order of integration of each variable that enters the model. Models containing non-stationary variable...
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| Formaat: | Boek |
| Gepubliceerd in: |
Universiti Teknologi MARA Kedah, Sungai Petani,
2002.
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| Online toegang: | Link Metadata |
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Internet
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| Plaatsingsnummer: |
A1234.567 |
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| Kopie 1 | Beschikbaar |