Using the U.S. economic time series data posted on the books website, obtain sample correlograms up to

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Using the U.S. economic time series data posted on the book’s website, obtain sample correlograms up to 36 lags for the time series LPCE, LDPI, LCP(profits), and LDIVIDENDS. What general pattern do you see? Intuitively, which one(s) of these time series seems to be stationary?

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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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