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15. Consider the following two ways of expressing the Dickey-Fuller test regression: yt = pi + pyt-1 + Ut Ayt = 1 + wyt-1 +

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15. Consider the following two ways of expressing the Dickey-Fuller test regression: yt = pi + pyt-1 + Ut Ayt = 1 + wyt-1 + Ut. Which one of the following restrictions must hold? a) = 1 b) 4 = 0 - 1 C) 0+4=1 d) x = 0+1

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