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Generating Critical Values of Unit Root Tests

Author Affiliations

  • 1Department of Natural Science, Daffodil International University, Dhaka, BANGLADESH
  • 2Department of Statistics, Jahangirnagar University, Dhaka, BANGLADESH

Res. J. Mathematical & Statistical Sci., Volume 1, Issue (6), Pages 7-13, July,12 (2013)


In modeling time series econometrics nonstationarity test is very essential part to make some early decision. In order to test whether the time series is stationary or nonstationary, it is necessary to know the critical values for different sample sizes. Initially we required different critical values for testing unit root. But these critical values are not available in a wide range to us. So we need to generate extent tables of critical values. In this paper, we generated critical values for different sample size using Monte Carlo Simulation for testing unit root.


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