For example if my T = 169 how can i get the correct critical values out of a Dikey fuller testMy books gets "As the appropriate critical value at the 5% levelis −3.44" how did they get this Table 8.11% and 5% critical values for Dickey-Fuller testsWithout trendWith trendSample size1%5%1%5%T = 25T = 50-3.60-3.50-3.75-3.00-4.38-3.58-2.93-4.15T = 100-3.51-2.89-4.04-3.45T = 250-3.46-2.88-3.99-3.43T = 500-3.44-3.42-2.87-2.86-3.98T = ∞-3.43-3.96-3.41Source: Fuller, W. A., (1976), Introduction to Statistical Time-Series, p. 373,John Wiley & Sons, Inc., New York. Reprinted with permission.

Augmented Dicky fullar test is used to test whether a given time series is stationary or not. Here…

Answered: For example if my T = 169 how can i get…

For example if my T = 169 how can i get the correct critical values out of a Dikey fuller test My books gets "As the appropriate critical value at the 5% level is −3.44" how did they get this

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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