Search found 2 matches
- Fri Dec 19, 2014 9:16 am
- Forum: Econometric Discussions
- Topic: Determening whether a series has an intercept/trend/none
- Replies: 3
- Views: 3421
Re: Determening whether a series has an intercept/trend/none
Thank you for your reply, trubador! I am actually doing a residual analysis trying to find cointegration, so I need to test for unit root and rejcet it in order to conclude that there is indeed cointegration. Actually all three testing strategies reject the null hypothesis of unit root, but at diffe...
- Fri Dec 19, 2014 6:38 am
- Forum: Econometric Discussions
- Topic: Determening whether a series has an intercept/trend/none
- Replies: 3
- Views: 3421
Determening whether a series has an intercept/trend/none
Hi all, I need to run unit root tests on a number of processes, and while for most it is fairly obvious that I should choose the option trend and intercept when running the tests, there is one which I am not sure about. The image is attached to the post. I would be very grateful if someone can tell ...
