Hi guys! I have to analyze the stationarity/non stationarity of the French Unemployment Rate with the classic Augmented DF test both with and without drift. The time series is shown below.
Every result suggests (surprislingly in my opinion) that the HUR contains a Unit Root. I tried also to change the lags, but nothig changed. How is it possibible that this series is integrated of order I if the value of the value of the HUR in 1983 was about 2.1 and in 2017 was 2.3 again? Did i wrong something?
The output of the ADF test is shown below.
Sorry for the question and thank you!
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