Consider the log series of the US monthly exports and imports data in the file m-expimpcnus.csv. (a)

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Consider the log series of the US monthly exports and imports data in the file m-expimpcnus.csv.

(a) Are the two log series unit-root non-stationary? Perform unit-root tests to draw conclusions.

(b) Are the two series co-integrated? Perform co-integration test to verify the answer.

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Statistical Learning For Big Dependent Data

ISBN: 9781119417385

1st Edition

Authors: Daniel Peña, Ruey S. Tsay

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Question Posted: May 05, 2024 06:00 AM

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Consider the log series of the US monthly exports and imports data in the file m-expimpcnus.csv. (a)

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Statistical Learning For Big Dependent Data

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