Multiple Choice
What is the null hypothesis of the Dickey-Fuller Test 1?
A) the series is non-stationary over time
B) the series is stationary
C) the series is first order integrated
D) the series are cointegrated
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q1: Which of the following is a common
Q2: Which of the following is not
Q4: Why should augmented Dickey-Fuller tests always
Q5: What is a spurious regression?<br>A)statistically significant but
Q6: What is the difference between the
Q7: What does it mean for a series
Q8: The minimum number of times a series
Q9: Which non-stationary time series has a constant
Q10: A stochastic process is best described as<br>A)deterministic<br>B)theoretical<br>C)random<br>D)mean
Q11: If series y and z have similar