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Original text - English - 6. The ADF test of unit root for residuals...

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Category Essay - Science

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6. The ADF test of unit root for residuals...
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6. The ADF test of unit root for residuals confirms the existence of co-integrated
relationship between growth and inflation.
To check the stability of estimated parameters over the observation period and establish
the usefulness of model with k=5, Chow test was performed which confirms the
constancy of estimated parameters. Similarly, the cumulative sums (CUSUM), CUSUM
square test2 and recursive coefficient tests3 were conducted (Appendix B.
14 February 2008 16:47