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Dickey-Fuller test and augmented Dickey-Fuller test - unit roots and stationarity (Excel and EViews)
19:45
YouTubeNEDL
Dickey-Fuller test and augmented Dickey-Fuller test - unit roots and stationarity (Excel and EViews)
In time series analysis, establishing that the variable you investigate is stationary is very important as it is an assumption of many common estimation techniques. Dickey-Fuller test is an extremely flexible tool one can use to detect unit roots and stationarity violation under different settings. Today, we are applying Dickey-Fuller and ...
52.2K viewsJun 19, 2020
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