This video gives you a step-by-step details on how to perform augmented Dickey-Fuller test for stationarity in Stata. If the series are not stationary, no inferences or forecasting can be made from such regressions. Stationary is a mandatory requirement in time-series analysis. This hands-on tutorial teaches how to perform the augmented Dickey-Fuller unit root test in Stata13.

Here is the link to the detailed tutorial on this topic: [ Ссылка ]

Here is the link to the ex21-1.wf1 dataset (EViews file) used for this tutorial (endeavour to have a Google account for easy accessibility): [ Ссылка ]

Follow up with soft-notes and updates from CrunchEconometrix:

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