Math, asked by yaduvanshiv3716, 1 year ago

Cointegrating Regression Durbin–Watson (CRDW) Test

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Answered by vy91917gmailcom
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Step-by-step explanation:

alternative to the Engle-Granger tests is the Cointegration Regression Durbin-Watson (CRDW) test of Sargan and Bhargava (1983). ... Recall the null for the DW test is that the residuals form a nonstationary random walk, whereas the alternative hypothesis is that the residuals form a stationary AR1 process. · 

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