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1 Econometrics 1 Lecture 12 Checking Stationarity:Dealing with Numbers.

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Presentation on theme: "1 Econometrics 1 Lecture 12 Checking Stationarity:Dealing with Numbers."— Presentation transcript:

1 1 Econometrics 1 Lecture 12 Checking Stationarity:Dealing with Numbers

2 2 Autocorrelation function (AC): Correlogram

3 3 Preparation for Stationarity Test

4 4 ARIMA of original C series

5 5 Steps for Cointegration Tests

6 6 Manual Codes for Cointegration and Augmented Dicky-Fuller test

7 7 Autocorrelation and Ljung and Box statistics: Non-Stationary Series

8 8 Autocorrelation and Ljung and Box statistics: Stationary Series

9 9 Autocorrelation function (AC): Correlogram

10 10 Random Walk, Unit Root and Dicky Fuller Test: Non-stationary series

11 11 Cointegration Test

12 12 Phillip-Perron Test for C

13 13 Cointegration

14 14 Example of Cointegration Test

15 15 Cointegration Test

16 16 Forecast and Forecast Errors


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