Testing for Unit roots Consider an AR(1): y=a+p +e,t Let Ho: p=1, (assume there is a unit root) Define 0=p-1 and subtract y, from both sides to obtain Ay,=a+ B+e, Unfortunately, a simple t-test is inappropriate, since this is an I(1) process ADickey-Fuller Test uses the t-statistic, but different critical values Economics 20- Prof anderson
Fourier series: Periodic signals and lti Systems ()=∑H(k k= ak一→H(ko)ak “g Soak-→|H(jkco)lkl H(7k)=1H(k0e∠B(ko) or powers of signals get modified through filter/system ncludes both amplitude phase akeJhwon