Test for non-stationarity In order to investigate shock or test for non-stationarity by the help of Autocorrelation, you need… Read More
If two consecutive observations are associated with each other is called autocorrelation. PAC investigates autocorrelation as well as shocks in… Read More
Nonstationary time series First of all it is important to understand that if the shocks or nonstationary time series… Read More
ADF unit root test using eviews econometrics To check the existence of shocks present in a data by the… Read More
Non-stationary time series or Shocks If time series is dynamic / not still and the observations will be visibly… Read More
Time series data has the following properties that needs to be considered: Time series is always defined with respect to… Read More