How to check stationarity of time series (using graph, correlogram and Unit root test) ON EVIEWS
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- Опубликовано: 17 ноя 2024
- Stationarity means that the statistical properties of a time series do not change over time. Non stationarity will create spurious egression. to test stationarity 3 methods are shown in this video.
-graph
-correlogram
-Unit root test (ADF)