Question: 6. The output below reports the estimated regression for the TSX return and the independent variables are Canadian Gross Domestic Product (GDP), Industrial Producer

6. The output below reports the estimated regression for the TSX return and the independent variables are Canadian Gross Domestic Product (GDP), Industrial Producer Price (IPP) index, and the 5-year fixed mortgage rate (MORTG_5Y). Date (a) What are the order of integration for the variables In(TSXt), In(GDP), In(IPP), and MORTG_5Y. (b) Test for cointegration of these four variables. (c) Write out the estimated equation and discuss the coefficients. Is this error correction model consistent with cointegration? (d) Given the following data, what is the

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