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Q6. Compute the first difference for each time series. Perform appropriate tests for the presence of a unit root in each of the three series

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Q6. Compute the first difference for each time series. Perform appropriate tests for the presence of a unit root in each of the three series in the first differences and comment on the findings, Estimate your model in the first differences: A In Y = Bo + BIA In Xin + BaA In Xar + Er (2) (20 marks)

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