By LaPolla, Randy J. & Dory Poa, Dory

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An] is Op(1) while TAn-r diverges to 00 as T --t 00. Hatanaka (2000) used the eigenvalues to determine r in a model of co-trending which is different from the present one. (6) The reasons are that it implicitly assumes r2 :;:. 0 (though not invalid when r2 = 0), and that it does not separate r2 andrl. 4 Principal Components The results in the previous chapter have been derived by the non-parametric ap-proach. 2 with some elementary trend functions. The purpose is to make the DGP of principal components sufficiently specific so that statistical tests can be applied to the principal components.

10). lO). Nevertheless we can show the following. L,i is stationary, linear, and indeterministic with zero mean. L,;/or the k is not zero. 8, the non-zero Martingale covariance will be transformed into an expression easier to interpret. ) and k. ~ k + 1, the Martingale covariance for k is not zero. If the series of Ut is a stationary, indeterministic process, the Martingale covariance is not zero for sufficiently large k. L,i is an indeterministic process, which leads to the following result. 2, and if a sufficiently large k is chosen, then UURT diverges to as T - t 00 00 at the speed ofT.

This result holds true in probability I in the probability measure of Xs . 1, 2, and I are consistent with the data. 6. A hypothetical assignment of constituents of the three groups will be called the hypothesised grouping. 2). 2). 1 in the hypothesised grouping. The reason why this number is chosen for q is that it is n - r if the hypothesised grouping is identical to the grouping in the DGP. The dimension of B is equal to the number of principal components in Group 2. 1 on which unit roots have been found.