How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman

This paper examines the methods and procedures that are employed in order to analyse time series data. Unit root tests (Augmented Dickey-Fuller and Phillips-Perron) are performed to investigate the order of integration of each variable that enters the model. Models containing non-stationary variabl...

Full description

Bibliographic Details
Main Author: Ab Rahman, Nik Muhd Naziman
Format: Article
Language:English
Published: Universiti Teknologi MARA Kedah, Sungai Petani 2002
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/11846/
http://ir.uitm.edu.my/id/eprint/11846/1/AJ_NIK%20MUHD%20NAZIMAN%20AB%20RAHMAN%20WA%2002.pdf