12. hypoteser + annat

The exercise was created 2024-04-03 by Makizon. Question count: 10.

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  • dickey fuller h0 not stationary, p-value > 5%
  • dickey fuller h1 stationary, p-value < 5%
  • kpss h0 stationary, p-value > 5%
  • kpss h1 not stationary, p-value < 5%
  • random walk h0 random walk, the error terms are not correlated, p-value > 5%
  • random walk h1 not random walk, the error terms are correlated, p-value < 5%
  • arch test h0 there are no ARCH effects, p-value > 5%
  • arch test h1 there are ARCH effects, p-value < 5%
  • vilken variabel ska man göra ARIMA-model på? non stationary
  • vilken variabel ska man göra acf och pacf? stationary

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