EViews Tutorial

Unit Root Tests
in EViews

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Checking if our time series variables are stationary is a crucial step before estimating any model. If our series are non-stationary, the models we estimate may result in spurious results and wrong conclusions. In this tutorial, you will learn how to test for stationarity in EViews. The following tests and content are covered:

  • Stationarity – Graph Analysis
  • Stationarity – Correlogram
  • Formal Tests such as;
  1. Augmented Dickey-Fuller Test
  2. Phillips Perron Test
  3. Kwiatkowski–Phillips–Schmidt–Shin

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Learn applied time series in Stata for Free. Some topics you will learn are how to generate time variables, ARIMA Models, VAR models, and more!

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