Search found 1 match

by Mansur
Sun Mar 20, 2016 10:00 am
Forum: Econometric Discussions
Topic: stationarity of CPI(price index)
Replies: 2
Views: 1795

stationarity of CPI(price index)

I am trying to determine whether CPI is DS or TS.On the graph it looks like the series is DS.However dfuller test in stata shows no evidence to support DS.I tried ADF using different number of lags.It seems that optimal number of lags is 2 since most of the lags after second one show no significance...

Go to advanced search