Obtain the quarterly, seasonally-adjusted US gross domestic product (GDP) in the FRED dataset GDP (beginning in 1947).
Question:
Obtain the quarterly, seasonally-adjusted US gross domestic product (GDP) in the FRED dataset GDP (beginning in 1947). Test for a unit root in the \(\log \mathrm{CDF}\).
Use six different tests: augmented Dickey-Fuller, Elliott-Rothenberg-Stock, Kwiatkowski-Phillips-Schmidt-Shin (KPSS), Phillips-Perron, Schmidt-Phillips, and Zivot-Andrews. See Table 5.1.
Table 5.1:
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answered By
Sheikh Muhammad Ibrahim
During the course of my study, I have worked as a private tutor. I have taught Maths and Physics to O'Level and A'Level students, as well as I have also taught basic engineering courses to my juniors in the university. Engineering intrigues me alot because it a world full of ideas. I have passionately taught students and this made me learn alot. Teaching algebra and basic calculus, from the very basics of it made me very patient. Therefore, I know many tricks to make your work easier for you. I believe that every student has a potential to work himself. I am just here to polish your skills. I am a bright student in my university. My juniors are always happy from me because I help in their assignments and they are never late.
14+ Reviews
24+ Question Solved
Related Book For 
Question Posted:
