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mandyxmg / mcxs23-BVARs

Research Project BVARs
MIT License
1 stars 4 forks source link

including the adf test for first differences and reporting test statistics as well #3

Closed donotdespair closed 1 year ago

donotdespair commented 1 year ago

Hey @mandyxmg

It's a very nice submission and it's even better after incorporating feedback from @nathanh93! Thank you for this!

I only recommend including the values of the test statistics in the table and performing the ADF test to determine the integration order of a variable (so keep differentiating and testing for unit root as long as the variable is stationary).

I am looking forward to reading how your analysis will evolve!

All the best for this work! @donotdespair

mandyxmg commented 1 year ago

Hi @donotdespair, thanks for the feedback, agree, ADF test is added in the report :)

donotdespair commented 1 year ago

Hi @mandyxmg

Hey, would you please comment here on whether you incorporated the recommended changes? Thanks!

@donotdespair

mandyxmg commented 1 year ago

Hi @donotdespair , yep, I incorporate the recommended changes. Thanks :)