Null Hypothesis: UR has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=7) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(UR) Method: Least Squares Date: 10/30/22 Time: 12:01 Sample (adjusted): 1992 2021 Included observations: 30 after adjustments Variable UR(-1) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Coefficient -0.250702 5.259639 Std. Error t-Statistic -2.228169 0.2010 -3.670170 -2.963972 -2.621007 t-Statistic 0.112515 -2.228169 5.916721 0.888945 0.150608 Mean dependent var 0.120272 S.D. dependent var 26.16191 Akaike info criterion 19164.48 Schwarz criterion Prob.* -139.4624 Hannan-Quinn criter. 4.964739 Durbin-Watson stat 0.034078 Prob. 0.0341 0.3816 -2.520703 27.89301 9.430827 9.524240 9.460711 1.523559

Null Hypothesis: UR has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=7) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(UR) Method: Least Squares Date: 10/30/22 Time: 12:01 Sample (adjusted): 1992 2021 Included observations: 30 after adjustments Variable UR(-1) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Coefficient -0.250702 5.259639 Std. Error t-Statistic -2.228169 0.2010 -3.670170 -2.963972 -2.621007 t-Statistic 0.112515 -2.228169 5.916721 0.888945 0.150608 Mean dependent var 0.120272 S.D. dependent var 26.16191 Akaike info criterion 19164.48 Schwarz criterion Prob. -139.4624 Hannan-Quinn criter. 4.964739 Durbin-Watson stat 0.034078 Prob. 0.0341 0.3816 -2.520703 27.89301 9.430827 9.524240 9.460711 1.523559

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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