Shocks

Test for non-stationarity by Autocorrelation in SPSS

  Test for non-stationarity   In order to investigate shock or test for non-stationarity by the help of Autocorrelation, you need… Read More

10 years ago

Developing PAC (Partial Auto correlation) to investigate non-stationarity (Shock)

If two consecutive observations are associated with each other is called autocorrelation. PAC investigates autocorrelation as well as shocks in… Read More

10 years ago

Fixing shocks / nonstationary time series via applying the 1st or 2nd diff in EViews

Nonstationary time series   First of all it is important to understand that if the shocks or nonstationary time series… Read More

10 years ago

ADF unit root test using eviews econometrics

ADF unit root test using eviews econometrics   To check the existence of shocks present in a data by the… Read More

10 years ago

Non-stationary time series and ADF Test

Non-stationary time series or Shocks   If time series is dynamic / not still and the observations will be visibly… Read More

10 years ago

Properties of Time Series Data

Time series data has the following properties that needs to be considered: Time series is always defined with respect to… Read More

10 years ago