Search found 2 matches

by SSotirov
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...
by SSotirov
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 ...

Go to advanced search