noreenwagner2184 noreenwagner2184

24-04-2024
Mathematics

Answered

What is the difference between the Dickey-Fuller Tests 1. 2, and 3?
a) they test for stationarity around zero, stationarity around a constant, and stationarity around a trend line, respectively
b) they test rho < 1, rho> 1, and rho= 1, respectively
c) they use t, tau, and F tests, respectively
d) they test for integration of orders 1, 2 and 3 respectively

Answer :

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