Unit Root Test123

Post on 20-Nov-2015

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Transcript of Unit Root Test123

BrazilUnit Root TestAugmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPI-3.62GDP-3.62-4.23IIPInterest RateStock Data

RussiaUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPI-4.561817-6.430708-4.52976-15.83725GDP-4.858937-3.828727IIP-9.085144-8.937852Interest RateStock Data

IndiaUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPIGDPIIPInterest RateStock Data

ChinaUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPIGDPIIPInterest RateStock Data

South AfricaUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPIGDPIIPInterest RateStock Data

USUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPIGDPIIPInterest RateStock Data

UKUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPIGDPIIPInterest RateStock Data

GermanyUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPIGDPIIPInterest RateStock Data

JapanUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPIGDPIIPInterest RateStock Data

FranceUnit Root Test

Augmented Dickey Fuller TestPhillips Perron TestInterceptIntercept and TrendInterceptIntercept and TrendCPI-5.478239-5.462076-4.17207-8.462446firstGDP-3.904653-24.28987-24.98736IIP-9.20119-15.48359-5.625938Interest Rate-5.004914-6.523132-5.091458-5.217399Stock Data-7.650257-7.620135-10.36388-13.99575