Question: 7 Collect data from Datastream to test for unit roots in the following time series: (a) GDP of the UK, US, Japan, China, Russia, and

7 Collect data from Datastream to test for unit roots in the following time series:

(a) GDP of the UK, US, Japan, China, Russia, and Brazil in logarithms,

(b) total return series of IBM, Microsoft, Sage, Motorola, Intel, Vodafone, and Telefonica in logarithms,

(c) nominal interests in selected countries.

What do you find of their characteristics?

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