In order to determine whether time series Y, contains a unit root, the following regression has been estimsted by OLS for asample of 100 observationsAY,0.49-0.12Y,-+0.54AY,.where the numbers in parentheses are standard errors and where the number of lags was selected using the Bayes informationcriterion (BIC). Does the series Y, contain a unit root? Explain your answer. Write your explanation in the box below

Unit root tests are tests for determining the stationarity property in the model of time series.…

Answered: of 100 observations 0.49…

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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Use the given information to answer subquestion 1.a, 1.b, and 1.c

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of 100 observations 0.49 -012Y,+0,54AY,. the numbers in parentheses are standard erors and where the number of lags was selected us Write your explanation