Is rgdp stationary? (Using Dickey-Fuller test) Explain in a very comprehensive manner Augmented Dickey-Fuller Testdata: diff (rgdp.ts)Dickey-Fuller = -3.9881, Lag orderalternative hypothesis: stationary4, p-value0. 01441%3D

We are given with the software output of Augmented Dickey-Fuller test. The value of Augmented…

Answered: Augmented Dickey-Fuller Test data:…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Augmented Dickey-Fuller Test data: diff(rgdp.ts) Dickey-Fuller = -3. 9881, Lag order alternative hypothesis: stationary 4, p-value 0. 01441 %3D