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Tutorial para Pruebas de Raíces Unitarias: Dickey-Fuller Aumentado y Phillips- Perron en EasyReg

Author

Listed:
  • Julio César Alonso

Abstract

Este documento, de carácter pedagógico, discute las pruebas de raíces unitarias de Dickey-Fuller Aumentada y Phillips y Perron. Además muestra paso a paso como efectuar dichas pruebas empleando el paquete estadístico EasyReg International. Este documento está disenado para estudiantes de un curso introductorio al análisis de series de tiempo. Por su simplicidad, puede ser útil para economistas que estén trabajando con series de tiempo y quieran empezar el estudio de las pruebas de raíces unitarias. Se supone un conocimiento previo de los conceptos básicos de series de tiempo.

Suggested Citation

  • Julio César Alonso, 2010. "Tutorial para Pruebas de Raíces Unitarias: Dickey-Fuller Aumentado y Phillips- Perron en EasyReg," Apuntes de Economía 9100, Universidad Icesi.
    • Handle: RePEc:col:000131:009100
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