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Stationarity Testing of RKSE Data by Mehreen Fatima is a document available to read on EtoBox.
The document analyzes the stationarity of data for RKSE (Karachi Stock Exchange), RUS (US Market), and RAUS (Austrian Market) using the Augmented Dickey-Fuller (ADF) test and Phillips-Perron test. The tests indicate the data is stationary. An autoregressive distributed lag (ARDL) model is estimated to analyze the relationship between the variables. The ARDL results show RUS has an insignificant relationship with RKSE in both the short-run and long-run, while RAUS has a significant relationship with RKSE in
- Author
- Mehreen Fatima
- Language
- EN