Constructing new distributions for unit root test of AR model
Posted: Thu Nov 18, 2021 12:36 pm
Hi all!
I'm attempting to evaluate whether the residuals of an AR model are stationary, using unit root, understanding that I need new distributions to account for the modeled residuals. Is there a way to do this in eviews, using the Augmented Dicky Fuller test?
Thanks!
Bob
I'm attempting to evaluate whether the residuals of an AR model are stationary, using unit root, understanding that I need new distributions to account for the modeled residuals. Is there a way to do this in eviews, using the Augmented Dicky Fuller test?
Thanks!
Bob