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  • Apple Del 21 de Enero Al 18 de Nov Del 2022

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    mario
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    The document discusses the results of an Augmented Dickey-Fuller test conducted on a time series variable (APP) to test for the presence of a unit root. The test was run with no deterministic terms, a constant, and a constant with linear trend. In all cases, the null hypothesis that APP contains a unit root is not rejected, as the p-values are greater than the significance levels of 0.05, 0.01 and 0.1. It is therefore concluded that APP has a unit root.

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    Apple del 21 de enero al 18 de nov del 2022

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    The document discusses the results of an Augmented Dickey-Fuller test conducted on a time series variable (APP) to test for the presence of a unit root. The test was run with no deterministic terms, a constant, and a constant with linear trend. In all cases, the null hypothesis that APP contains a unit root is not rejected, as the p-values are greater than the significance levels of 0.05, 0.01 and 0.1. It is therefore concluded that APP has a unit root.

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    6 views2 pages

    Apple Del 21 de Enero Al 18 de Nov Del 2022

    Uploaded by

    mario
    The document discusses the results of an Augmented Dickey-Fuller test conducted on a time series variable (APP) to test for the presence of a unit root. The test was run with no deterministic terms, a constant, and a constant with linear trend. In all cases, the null hypothesis that APP contains a unit root is not rejected, as the p-values are greater than the significance levels of 0.05, 0.01 and 0.1. It is therefore concluded that APP has a unit root.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 2

    Se tomara la 3era diferencia ya que es en la cual la serie tiende más a su nivel

    None

    Null Hypothesis: APP has a unit root Se acepta H0: Tiene Raiz unitaria
    Exogenous: None
    Lag Length: 0 (Automatic - based on SIC, maxlag=14) Prob a
    t-Statistic   Prob.*
    0.5904 > 0.05
    Augmented Dickey-Fuller test statistic -0.262938  0.5904
    Test critical values: 1% level -2.576073
    5% level -1.942353
    10% level -1.615688
    ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
    Trend

    Null Hypothesis: APP has a unit root Se acepta H0: Tiene Raiz unitaria
    Exogenous: Constant, Linear Trend
    Lag Length: 0 (Automatic - based on SIC, maxlag=14) Prob a
    t-Statistic   Prob.* 0.3662 > 0.05
    Augmented Dickey-Fuller test statistic -2.423730  0.3662
    Test critical values: 1% level -4.002569
    5% level -3.431471
    10% level -3.139414
    -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
    Intercept

    Null Hypothesis: APP has a unit root Se acepta H0: Tiene Raiz unitaria
    Exogenous: Constant
    Lag Length: 0 (Automatic - based on SIC, maxlag=14) Prob a
    t-Statistic   Prob.*
    0.2060 > 0.05
    Augmented Dickey-Fuller test statistic -2.202871  0.2060
    Test critical values: 1% level -3.461630
    5% level -2.875195
    10% level -2.574125

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