About this document
Unit Root Tests for Economic Data by S is a document available to read on EtoBox.
The document reports the results of several unit root tests performed on the natural logarithm of GDP at constant prices (lngdp_con) for India using time series data from 1957 to 2020: 1. Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) tests with trend and drift terms indicate the presence of a unit root, failing to reject the null hypothesis of a unit root. 2. The DF-GLS test using both information criteria for lag selection and Schwert
- Author
- S
- Language
- EN