Which process is characterised by both a deterministic trend and a unit root?

Which process is defined by: an AR(1) process with intercept equal to zero and AR coefficient equal to one.

Which process is defined by: a sequence of random variables with finite mean and variance that do not depend on time, and covariances that only depend on the time distance between the variables and not on time itself.

Which process is defined by: a process whose mean depends linearly on time, and after removing this time trend, the remainder is covariance stationary.

Which process is defined by: a covariance stationary process that is uncorrelated over time.

The Phillips curve in economics is a theory due to Bill Phillips, a New Zealand economist, about the trade-off between inflation and unemployment rate. According to this, lower than normal unemployment rate goes hand in hand with higher than normal inflation, and vice versa. The Wooldridge dataset "Phillips" includes data on the US annual inflation (inf) and unemployment (unem) rates from 1948 to 2003. We want to see if this theory is supported by the data or not. 

Regress inflation on a constant and unemployment rate. Do the estimates support the theory?

The Phillips curve in economics is a theory due to Bill Phillips, a New Zealand economist, about the trade-off between inflation and unemployment rate. According to this, lower than normal unemployment rate goes hand in hand with higher than normal inflation, and vice versa. The Wooldridge dataset "Phillips" includes data on the US annual inflation (inf) and unemployment (unem) rates from 1948 to 2003. We want to see if this theory is supported by the data or not.  

Consider the regression of inflation on a constant and unemployment rate. Suppose that the errors are generated by an AR(1) process. Amend the model and estimate it. Do the estimates support the theory?

The Phillips curve in economics is a theory due to Bill Phillips, a New Zealand economist, about the trade-off between inflation and unemployment rate. According to this, lower than normal unemployment rate goes hand in hand with higher than normal inflation, and vice versa. The Wooldridge dataset "Phillips" includes data on the US annual inflation (inf) and unemployment (unem) rates from 1948 to 2003. We want to see if this theory is supported by the data or not.  

Regress inflation on a constant and unemployment rate. Use the BG test to test that errors are white noise against the alternative that they are generated by an AR(1) process.

Enter the value of the test statistic with two decimal points.

How does the correlogram of a white noise series look like?

Consider the following estimated equation using OLS based on a random sample of 6763 individuals, where is the natural logarithm, is a dummy variable that is equal to 1 if person is female and 0 otherwise, and is the number of years of university education that person has.