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220 is stationary around a deterministic trend 3. There has been much talk recently about the convergence of inflation rates between many of the OECD economies. You want to see if there is evidence of this in North America by checking whether or not Canada's inflation rate and the United States Nation rate are contegrated a) You begin your numerical analysis by sing for a stochastic trend in the variables, urg an Augmented Dickey-Fulier test. The statistic for the coefficient of interest is as follows incan inius -5.24 -431 WO where Anfan is the Canadian inflation rate and US is the United States inflation rate Avand Financial State The estimated equation induded an intercept. For each case make a decision about the stationary of the variables based on the critical value of the Augmented Dickey Futer test statistic (h) Your test for cointegration results in an Engle-Granger Augmented Dickey Fuller EG-ADF, see the lecture notes and Stock and Watson 2007 statistic of 1-7,34). Can you reject the nul hypothesis of a unit root for the residual from the cointegrating regression? 10) Using a working hypothesis that the two Inflation rates are cointegrated, describe how you would test whether or not the pointegrating coeficient quals one (d) Even if you could not reject the null hypothesis of a un contegrating coefficient would have been sufficient evidence to establish convergence? 220 is stationary around a deterministic trend 3. There has been much talk recently about the convergence of inflation rates between many of the OECD economies. You want to see if there is evidence of this in North America by checking whether or not Canada's inflation rate and the United States Nation rate are contegrated a) You begin your numerical analysis by sing for a stochastic trend in the variables, urg an Augmented Dickey-Fulier test. The statistic for the coefficient of interest is as follows incan inius -5.24 -431 WO where Anfan is the Canadian inflation rate and US is the United States inflation rate Avand Financial State The estimated equation induded an intercept. For each case make a decision about the stationary of the variables based on the critical value of the Augmented Dickey Futer test statistic (h) Your test for cointegration results in an Engle-Granger Augmented Dickey Fuller EG-ADF, see the lecture notes and Stock and Watson 2007 statistic of 1-7,34). Can you reject the nul hypothesis of a unit root for the residual from the cointegrating regression? 10) Using a working hypothesis that the two Inflation rates are cointegrated, describe how you would test whether or not the pointegrating coeficient quals one (d) Even if you could not reject the null hypothesis of a un contegrating coefficient would have been sufficient evidence to establish convergence