Tag: stationarity test

By Riya Jain & Priya Chetty on February 12, 2020 19 Comments

Stationarity in stationarity test is a property of time series which states that the value of the variable doesn’t change with time.

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By Divya Dhuria & Priya Chetty on September 27, 2018 No Comments

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.

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By Divya Narang & Priya Chetty on December 20, 2017 17 Comments

The previous article based on the Dickey-Fuller test established that GDP time series data is non-stationary.

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By Divya Narang & Priya Chetty on December 2, 2017 8 Comments

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.

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