Review Quiz 3-04: The Augmented Dickey-Fuller Unit Root Test in an AR(p) Model (5 questions)
- Due 11 Oct 2018 at 13:15
- Points 5
- Questions 5
- Time limit None
- Allowed attempts Unlimited
Instructions
This quiz reviews the augmented Dickey-Fuller unit root test in an AR(p) model. The content is covered in:
Readings: Lecture Note 5, section 4, p. 11-17 (7 pages).
Review Slides: 03A Non-Stationarity and Unit Root Testing, section 3, slides 17-25 (9 slides).
Remember that you can take the quiz as many times as you want. The score does not count for anything.
If you have any questions or parts you find difficult, you can add a question or comment to this Discussion Forum Post.