Compared methods of unit root tests with proposed method for stationary of time series by using simulation

	Compared methods of unit root tests with proposed method for stationary of time series by using simulation
Journal Of AL-Turath University College
Article 1, Volume 0, Issue 18, 2017, Pages 303-334
Abstract
There are many time-series does not have the status of stationary, so researchers began to address this problem and adopted for this purpose several methods, such as the subject of the unit root test. This is a test of the important tests being shows the number of equalseated to the right one, which corresponds to the number of necessary differences of the time series in order to turn to stationary , and that the basic purpose for which we seek in this study, which constitute the axis foundation here is the comparison between the methods of test unit root for the stationary of the time series in pursuit of the best and most able to determine the conditions under which they operate in the methods , The use of simulation method stems from a lack of access to the real system's because of the nature of the restrictions that govern it, so the availability of adequate information on this system and represent the relationship of mathematic function which represented properly when we can simulate this system to understand the way it works , the results proved that there is complete agreement between the two methods (ADF,PP) for all sample sizes and all parameters, as well as there is complete agreement in the results between the two (KPSS, LM) and also for all sample sizes and all parameters in terms of the number of times the state of stationary, and the value of the (P-value ).

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