How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman

• Huvudskapare: Ab Rahman, Nik Muhd Naziman (Författare, medförfattare)
• Materialtyp: Bok
• Publicerad: Universiti Teknologi MARA Kedah, Sungai Petani, 2002.
• Ämnen: Article; PeerReviewed
• Länkar: Link Metadata

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...