Umseting - Enskt-Persiskt - 6. The ADF test of unit root for residuals...

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6. The ADF test of unit root for residuals...

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Uppruna mál: Enskt

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.

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Góðkent av ghasemkiani - 1 Mai 2008 15:13