Search found 1 match
- Thu Sep 19, 2019 11:52 pm
- Forum: Programming
- Topic: Zivot & Andrews to test structural breaks
- Replies: 0
- Views: 5103
Zivot & Andrews to test structural breaks
Hello, I am working with a series of the PEN/USD exchange rate from 1992 to 2018. I have been asked to choose a univariate model through the Box-Jenkins methodology that allows me to adequately estimate my variable. Before proceeding with Box-Jenkins I have to make sure that my series is stationary,...