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Download the data for quiz 2 from Athena. Perform an Augmented Dicky Fuller test for the bond index time series, with model with a constant
Download the data for quiz 2 from Athena. Perform an Augmented Dicky Fuller test for the bond index time series, with model with a constant and with a time trend. See the model iii on the quiz instruction paper. What is the Augmented Dicky-Fuller test statistics for this unit root test? Select one: a) -1.2907 O b) -2.0602 -2.0443 Date 2012-01-02 2012-01-03 2012-01-04 2012-01-05 2012-01-06 2012-01-09 2012-01-10 2012-01-11 2012-01-12 2012-01-13 2012-01-16 2012-01-17 2012-01-18 2012-01-19 2012-01-20 2012-01-23 2012-01-24 2012-01-25 2012-01-26 2012-01-27 2012-01-30 2012-01-31 2012-02-01 2012-02-02 2012-02-03 2012-02-06 2012-02-07 2012-02-08 y_t 151,94 150,79 150,344 150,367 150,79 150,837 150,649 151,564 151,165 152,198 152,128 152,292 151,658 150,648 149,897 149,38 149,427 150,155 151,188 151,634 152,432 152,925 152,338 152,597 150,953 151,587 150,718 150.601 Download the data for quiz 2 from Athena. Perform an Augmented Dicky Fuller test for the bond index time series, with model with a constant and with a time trend. See the model iii on the quiz instruction paper. What is the Augmented Dicky-Fuller test statistics for this unit root test? Select one: a) -1.2907 O b) -2.0602 -2.0443 Date 2012-01-02 2012-01-03 2012-01-04 2012-01-05 2012-01-06 2012-01-09 2012-01-10 2012-01-11 2012-01-12 2012-01-13 2012-01-16 2012-01-17 2012-01-18 2012-01-19 2012-01-20 2012-01-23 2012-01-24 2012-01-25 2012-01-26 2012-01-27 2012-01-30 2012-01-31 2012-02-01 2012-02-02 2012-02-03 2012-02-06 2012-02-07 2012-02-08 y_t 151,94 150,79 150,344 150,367 150,79 150,837 150,649 151,564 151,165 152,198 152,128 152,292 151,658 150,648 149,897 149,38 149,427 150,155 151,188 151,634 152,432 152,925 152,338 152,597 150,953 151,587 150,718 150.601
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