What is a stationarity test and how to do it?
Stationarity in stationarity test is a property of time series which states that the value of the variable doesn’t change with time.
research data analysis, stationarity testLag selection and stationarity in VAR with three variables in STATA
This article incorporates Gross Fixed Capital Formation (GFC) and again performs the lag selection test and check for stationarity for both, GFC and PFC. Thus this article incorporates the VAR with three variables in STATA.
STATA for data analysis, stationarity testSolution for non-stationarity in time series analysis in STATA
The previous article based on the Dickey Fuller test established that GDP time series data is non-stationary. This prevented time series analysis from proceeding further. Therefore, in this article possible solution to non-stationarity is explained.
STATA for data analysis, stationarity test, time series analysisProblem of non-stationarity in time series analysis in STATA
The purpose of this article is to explain the process of determining and creating stationarity in time series analysis. Creating a visual plot of data is the first step in time series analysis. Graphical representation of data helps understand it better.
STATA for data analysis, stationarity test, time series analysis, trend analysis