pp test - pp wa cowok cool
$800.00
Test GDP data for a unit root using a trend-stationary alternative with 0, 1, and 2 lags for the Newey-West estimator. pp bayangan aesthetic Load the GDP data set. pp wa off load Data_GDP logGDP = log (Data); Perform the Phillips-Perron test including 0, 1, and 2 autocovariance lags in the Newey-West robust covariance estimator h = pptest (logGDP,Model= "TS" ,Lags=0:2) h