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You estimated the Augmented Dicky Fuller test model: Ayr = y + wy,_1 + 9Ayr1 + m, and obtained if; = -3.63, SEW) )=1.2'l, with
You estimated the Augmented Dicky Fuller test model: Ayr = y + wy,_1 + 9Ayr1 + m, and obtained if; = -3.63, SEW) )=1.2'l, with 250 observations. What is your null hypothesis and alternative hypothesis? Suppose that you choose 5% significance level, what is your conclusion then? The DF critical values can be found in Tables and Formulas on Athena in Exam Folder. Select one: 0 a) H0 : 11/ = 0 versus H1 : w
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