TSabandal
TZ Sabandal
Recently Published
Diagnostic Tests Results
Diagnostic Tests:
Autocorrelation
Heteroscedasticity
Normality
Multicollinearity
RESET
ARDL Bounds Test Cointegration
Bounds F-test for cointegration results at 1%, 5%, and 10%.
H_0:β_1=β_2=0 (No long-run relationship; no cointegration)
H_0:β_1≠β_2≠0 (A long-run relationship exists; there is cointegration)
Unit Root Test
Stationarity results using Augmented Dickey-Fuller (ADF) and Phillips - Perron (PP) tests