求大神指点啊,题目什么意思啊?怎么实现啊?万分感谢!
1. Test each of the following series for stationarity or non-stationarity using the 68 observations for 1947-2014 only, using a Dickey-Fuller or Augmented Dickey-Fuller unit root test:
(i) st (ii)qt
In each case, use the Akaike Information Criterion to select the appropriate order (lag-length) for the DF/ADF(p) test, starting from p=4 and reducing p in steps of one as far as possible. Observations from years before 1947 can be used to create any lagged variables used in the DF/ADF autoregressions, but all DF/ADF autoregressions should be estimated over the 68 observations for 1947-2014 only.
For any series of the series that you find to be non-stationary, determine the order of integration by repeating the unit root test on the first-differences of the same series, and (if necessary) the second-differences.
Comment on the implications of (iv) for the validity of the PPP theory.