About this document
Unit Root and Cointegration Analysis by cikedis.choco is a document available to read on EtoBox.
The document analyzes unit root tests, cointegration tests, vector error correction models, and other time series econometrics on variables like CPI, FDI, and M2. Tables show the results of ADF unit root tests, Johansen cointegration tests, VECM coefficients, OLS regression, and normality and heteroskedasticity tests on the model residuals.
- Author
- cikedis.choco
- Language
- EN