Question 2The results of unit root test are presented in Table 1(a) and (b) below. Briefly explain thehypothesis results.Table 1(a)Null Hypothesis: LNGDP has a unit rootExogenous: ConstantLag Length: 1 (Automatic - based on AIC, maxlag=9)t-StatisticProb.*Augmented Dickey-Fuller test statisticTest critical values:0.1154970.96301% level-3.6104535% level-2.93898710% level-2.607932*Mackinnon (1996) one-sided p-values.Table 1(b)Null Hypothesis: D(LNGDP) has a unit rootExogenous: ConstantLag Length: 0 (Automatic - based on AIc, maxlag=9)t-StatisticProb.*Augmented Dickey-Fuller test statisticTest critical values:-5.325446-3.6104530.00011% level5% level-2.93898710% level-2.607932*MacKinnon (1996) one-sided p-values.

Table 1 (a) Null Hypothesis: LNGDP has a unit root. t statistic = 0.115497 The critical values at…

Question 2 The results of unit root test are presented in Table 1(a) and (b) below. Briefly explain the hypothesis results. Table 1(a) Null Hypothesis: LNGDP has a unit root Exogenous: Constant Lag Length: 1 (Automatic - based on AIC, maxlag=9) t-Statistic Prob." Augmented Dickey-Fuller test statistic Test critical values: 0.115497 -3.610453 -2.938987 -2.607932 0.9630 1% level 5% level 10% level "MacKinnon (1996) one-sided p-values.

Question 2 The results of unit root test are presented in Table 1(a) and (b) below. Briefly explain the hypothesis results. Table 1(a) Null Hypothesis: LNGDP has a unit root Exogenous: Constant Lag Length: 1 (Automatic - based on AIC, maxlag=9) t-Statistic Prob." Augmented Dickey-Fuller test statistic Test critical values: 0.115497 -3.610453 -2.938987 -2.607932 0.9630 1% level 5% level 10% level "MacKinnon (1996) one-sided p-values.

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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