Question: The question has been attached as below: b. Three forms of standard Dickey-Fuller test are given below: A. Ayt = Pyt-1 + ut B. Ay

The question has been attached as below:

b. Three forms of standard Dickey-Fuller test are given below: A. Ayt = Pyt-1 + ut B. Ay = atpyritut C. Aye = a+ Bt+ pyr-1 + u Which of these forms would you use to test for non-stationarity in each of the following variables and why? Stock prices 11. Stock returns 111. The residuals of an Engle-Granger test

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