Suppose that you want to establish an appropriate univariate time series model for your data...
70.2K
Verified Solution
Link Copied!
Question
Finance
Suppose that you want to establish an appropriate univariate time series model for your data series, yt . And you want to performa a Dickey Fuller test for your time series.
Which of the following is NOTTRUE in describing the Dickey Fuller test?
Select one:
a)
The Dickey Fuller test is used to test whether yt is stationary or not in the Dickey Fuller regression models.
b)
The null hypothesis for the Dickey Fuller test is that yt contains a unit root.
c)
The Dickey Fuller test statistics is always negative.
d)
If we reject the null hypothesis for the Dickey Fuller test, we conclude that the time
series is stationary.
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Zin AI - Your personal assistant for all your inquiries!
