Question: C2 Use the data in HSEINV.RAW for this exercise. (i) Test for a unit root in log(invpc), including a linear time trend and two lags

C2 Use the data in HSEINV.RAW for this exercise. (i) Test for a unit root in log(invpc), including a linear time trend and two lags of log(invpct ). Use a 5% significance level. (ii) Use the approach from part (i) to test for a unit root in log(price). (iii) Given the outcomes in parts (i) and (ii), does it make sense to test for cointegration between log(invpc) and log(price)?

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