Paired integration and stationarity tests

`i10test(`

displays
the results of paired integration and stationarity tests on the variables
in `X`

)`X`

.

`i10test(`

uses
additional options specified by one or more `X`

,`Name,Value`

)`Name,Value`

pairs.
If you specify the `numDiffs`

option, the paired
integration and stationarity tests are conducted on the variables
in `X`

and their specified differences.

[1] Kwiatkowski, D., P. C. B. Phillips, P.
Schmidt, and Y. Shin. "Testing the Null Hypothesis of Stationarity
Against the Alternative of a Unit Root." *Journal
of Econometrics*. Vol. 54, 1992, pp. 159–178.

[2] Amano, R. A., and S. van Norden. "Unit Root Tests and the Burden of Proof." Bank of Canada. Working paper 92–7, 1992.

[3] Burke, S. P. "Confirmatory Data Analysis: The Joint Application of Stationarity and Unit Root Tests." University of Reading, UK. Discussion paper 20, 1994.

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