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

Use the data in HSEINV.RAW for this exercise.
(i) Test for a unit root in log(mvpc), including a linear time trend and two lags of Δlog(invpcr). 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(mypc) and log(price)?

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