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Journal of Applied Mathematics
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2022
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Article
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Tab 4
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Research Article
Volatility Analysis of Exchange Rate with Correlated Errors: A Sliding Data Matrix Approach
Table 4
ADF test for the random walk property of the series.
Country
-
statistic
value
China
-1.3736
0.5968
Canada
-1.522
0.5226
South Africa
-0.6196
0.8639
Switzerland
-1.653
0.4553
Source: FRED, 2000-2020.