The empirical exercises in this course are created to help you carry out the empirical analyses required for the assignments. The exercises provide step-by-step instructions on how to estimate the various models in OxMetrics, how to interpret the results, etc.

If you find that you don't need to complete the empirical exercise, spend your time wisely and just work directly with the assignment.

Below, you can download the problem set containing the empirical exercise.

Data and OxMetrics Program

Data files: TimeSeries.in7 and TimeSeries.bn7.

Videos

Video: The Augmented Dickey-Fuller Unit Root Test in OxMetrics (10 minutes).
The video shows you how to estimate an autoregressive model in OxMetrics, perform model-selection to find the preferred model, and then carry out the Augmented Dickey-Fuller unit root test.

Online Tutorial

In the online tutorial, we try to guide you through each of the questions in the exercise by combining explanations, graphs, hints, feedback, and quizzes.

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