Which of the following is not used to test the stationarity ?
The Engle-Granger test is used to investigate cointegration between time series. Dickey-Fuller and Phillips-Perron tests investigate unit roots, while the autocorrelation…
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Which of the following is not used to test the stationarity ?
Answer and explanation
Correct answer C
The Engle-Granger test is used to investigate cointegration between time series. Dickey-Fuller and Phillips-Perron tests investigate unit roots, while the autocorrelation function helps assess whether a series is stationary.
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Maharashtra and Goa SET (MH SET)