<t>Hi AllI have a data, which I am trying to see the existence of a UNITROOT. I am using Agumented Dicker Fuller test. From the graph I can easily see that there is no trend so I am using the following line of code in SPLUS:unitroot(x, trend="c", statistic="t",method="adf", lags=12)The result of the...

<t>Hi, Q: Hull-White model of stochastic, short-term interest rate is given bydr = ( a(t) - b(t) r )dt+c(t)dWWhere da/dt + 3 t a = t^2 , db/dt + t b = 2t( 1 - Exp[-3t])dc/dt + 3 t c = 5t( 1 - Exp[-5t])Q: Obtaining the stochastic interest rate for constant r(0) ?from aboveas you can see the definitio...