Discussion
Which of the following is not used to test the stationarity ?
Answer: C
The one not used to test stationarity is the Engle-Granger Test.
The Engle-Granger procedure is a test for cointegration: whether a linear combination of non-stationary series is stationary, that is, whether they share a long-run relationship.
The Dickey-Fuller and Phillips-Perron tests are unit root tests, the standard tests of stationarity, and the autocorrelation function (correlogram) is also used to judge stationarity: a slowly decaying ACF suggests a non-stationary series.
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