About Dickey Fuller ADF test

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Reynaldo2007
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Joined: Sun Jan 17, 2016 7:21 pm

About Dickey Fuller ADF test

Postby Reynaldo2007 » Mon May 01, 2017 3:14 am

Hello,

I am performing ADF in Eviews and my question is about the significance of the constant in the specification of the ADF when I include the constant. The output is in the attached jpg.

Here, my question is,

Can I interpret the 0.5342 p-value of the constant (C) as the real p-value for the constant in the unit root test?

Or as happens with the LCPI_UK(-1) (which is the ADF test statistics), the p-value is not 0.1296 because the critical values are the ones that appear in the top of the output?

Regards and thank you in advance,
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