About Dickey Fuller ADF test

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About Dickey Fuller ADF test

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


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,
Eview.jpg (32.86 KiB) Viewed 1090 times

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