MagicDragon2730 MagicDragon2730
  • 24-04-2024
  • Social Studies
contestada

What is the advantage of using Augmented Dickey-Fuller tests over Dicky Fuller?
a. The augmented tests allow for more degrees of freedom
b. So we can test hypotheses using a t-distribution
c. Since no assumptions about the sign of rho are needed to perform a one-tailed test
d. To confirm that error terms are not autocorrelated

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