Stationary and cointegration tests
To examine whether the time series data changes are stationary, this paper uses two methods to perform a unit root test, namely, the LLC test and Fisher-ADF test. The results show that the variables are smooth…
To examine whether the time series data changes are stationary, this paper uses two methods to perform a unit root test, namely, the LLC test and Fisher-ADF test. The results show that the variables are smooth…