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!
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5 сен 2024