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Thanks a lot glenn, really appreciate the fast reply. So we cannot do a T test as the dependent variable does not follow a T distribution as in the DF test our null is the variable is non-stationary yes ?

Hey, I was wondering if anyone could help me with choosing whether to include an intercept, intercept with trend or no intercept and trend Firstly I want to do a ADF on the level of loge, which appears to be stationary with a non-zero mean. Would this mean as it has no drift I would do a ADF test wi...

Hey I was wondering if someone could help me. I have two questions: I have estimated an AR(1) process, and eviews outputs t-statistics for the estimated coefficients. -In an AR process can these t-statistics be interpreted like a non-stochastic model, ie do they test if the coefficient on the depend...