Learn everything you need to know to run the Fourier LM unit root test with your data and interpret the results.
Video chapters:
- 0:00 Introduction
- 0:17 Why use the Fourier LM test?
- 1:15 Run the Fourier LM example
- 2:13 Explanation of test inputs
- 3:53 Example file results
- 4:02 Run Fourier LM test on new data
Additional Resources
- Unit Root Test Selection Guide
- Guide to Conducting Cointegration Tests
- How to Interpret Cointegration Test Results
- GAUSS Data Management Guide
- GAUSS Working Directory
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