1- Stationary/ Stationarity is an assumption about variables in the
classical regression model. The typical regression model assumes that
variance of time series should tend to converge at a fixed finite
constant in large samples.
1. ADF unit root test:
2. PP unit root test:
1- Stationary/ Stationarity
Co – integration or correlation
2-Co – integration
3-Correlation
4- Causality
Pairwise Granger Causality Tests
Date: 04/17/22 Time: 19:03
Sample: 2004 2019
Lags: 2
Null Hypothesis:
IMPORTS does not Granger Cause ER
ER does not Granger Cause IMPORTS
Obs
F-Statistic
Prob.
14
3.25957
0.0861
1.06612
0.3841