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#### dfuller — Augmented Dickey–Fuller unit-root test.pdf

dfuller— Augmented **Dickey–Fuller unit-root test** 3 Deciding which case to use involves a combination of theory and visual inspection of the data ...

#### Augmented Dickey-Fuller Unit Root Tests.pdf

Augmented **Dickey-Fuller Unit Root Tests** How do we know when to difference **time series** data to make it stationary? You use the Augmented **Dickey-Fuller** t-statistic ...

#### DF-GLS vs. Augmented Dickey-Fuller.pdf

DF-**GLS** vs. Augmented **Dickey-Fuller** This is almost completely taken from the Stata 11 Manual—**Time-Series**. dfgls. **tests** for a **unit root** in a **time series** ... Down

#### DF-GLS vs. Augmented Dickey-Fuller

DF-

www.learneconometrics.com/class/5263/notes/DF.pdf**GLS**vs. Augmented**Dickey-Fuller**This is almost completely taken from the Stata 11 Manual—**Time-Series**. dfgls.**tests**for a**unit root**in a**time series**.#### Unit Root Tests

4.3.3

faculty.washington.edu/ezivot/econ584/notes/unitroot.pdf**Dickey-Fuller Unit Root Tests**... length for the**test**regression.**Example**21**Testing**for a**unit root**in exchange rates using the PP**tests**#### Unit Roots

www.ssc.wisc.edu/~bhansen/390/390Lecture21.pdf**Example**with simulated data ... – Augmented**Dickey**‐**Fuller**– (**Test**without extra lags is called**Dickey**... • If**test**rejects hypothesis of a**unit root**#### Time Series Analysis - University of Colorado Boulder

Augmented

www.colorado.edu/geography/class_homepages/geog_4023_s11/Lecture15...**Dickey-Fuller Test**data: US.ts**Dickey-Fuller**= -1.2823, Lag order = 5, p-value = 0.8749 ... Use these for**time series**models**Example**: Mona Loa CO 2