Hello guys, Welcome to Africa's Largest Video Search Engine, and you are watching Dickey-Fuller test and augmented Dickey-Fuller test - unit roots and stationarity (Excel and EViews). and this video is uploaded by NEDL at 2020-06-19T11:21:41-07:00. We are just promoting this video only for entertainment and educational purpose only. I hop you like our Video Search Engine. [KCFLfQHZODM]
| Name | Dickey-Fuller test and augmented Dickey-Fuller test - unit roots and stationarity (Excel and EViews) |
| Video Uploader | Video From NEDL |
| Upload Date | This Video Uploaded At 19-06-2020 18:21:41 |
| Video Discription | In time series analysis, establishing that the variable you investigate is stationary is very important as it is an assumption of many common estimation techniques. Dickey-Fuller test is an extremely flexible tool one can use to detect unit roots and stationarity violation under different settings. Today, we are applying Dickey-Fuller and augmented Dickey-Fuller tests to stock market data in Excel and EViews. Econometrics is easy with NEDL! Please consider supporting NEDL on Patreon: https://www.patreon.com/NEDLeducation [KCFLfQHZODM] |
| Category | Education |
| Tags | econometrics | time series | Dickey-Fuller test | augmented Dickey-Fuller test. Dickey-Fuller | DF test | ADF test | stationarity | unit root | EViews |
