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Análisis de Raíz Unitaria y Cointegración by DanielaPerezCastro is a document available to read on EtoBox.

The document analyzes time series data of consumption (CONS) and GDP (PIB) in Colombia from 1970Q1 to 1991Q4 to test for unit roots and cointegration. Unit root tests including Augmented Dickey-Fuller, Phillips-Perron, and KPSS tests show that both consumption and GDP contain a unit root and are non-stationary in levels but stationary in first differences, indicating they are integrated of order one. Since the variables are integrated of the same order, there is a possibility they are cointegrated.

Author

DanielaPerezCastro

Language

EN