tsset obs

* Question 3

* a)
twoway (tsline u)
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twoway (tsline z)
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twoway (tsline x)
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twoway (tsline w)
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* b)
dfuller u
dfuller u, lags(1)
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dfuller z
dfuller z, lags(1)
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dfuller x
dfuller x, lags(1)
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dfuller w, trend
dfuller w, trend lags(1)
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* c)
  * i)
reg y x
predict e, residuals
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  * ii)
dfuller e, noconstant lags(1)
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  * iii)
reg d.y l.e l(1/2).d.y l(0/2).d.x
bgtest