How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman
This paper examines the methods and procedures that are employed in order to analyse time series data. Unit root tests (Augmented Dickey-Fuller and Phillips-Perron) are performed to investigate the order of integration of each variable that enters the model. Models containing non-stationary variabl...
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Format: | Article |
Language: | English |
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Universiti Teknologi MARA Kedah, Sungai Petani
2002
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Online Access: | http://ir.uitm.edu.my/id/eprint/11846/1/AJ_NIK%20MUHD%20NAZIMAN%20AB%20RAHMAN%20WA%2002.pdf http://ir.uitm.edu.my/id/eprint/11846/ |
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