Search found 3 matches
- Wed Feb 01, 2017 6:52 am
- Forum: Estimation
- Topic: join hypothesis unit root test
- Replies: 0
- Views: 5462
join hypothesis unit root test
hi evryone my question may be idiot but i can not take decision about my serie if it is differency stationary (and it is then I(2) without constant) or trend stationary and then I(1) here are the results of ADF and PP tests. I made a df test on the trend wicth critical value à is 2.78 (5%) ADF t-@re...
- Mon Jan 30, 2017 1:18 am
- Forum: Econometric Discussions
- Topic: unit root test
- Replies: 1
- Views: 2337
Re: unit root test
Hello;
I didn't yet have an answer. I will be thankful if you do it.
I didn't yet have an answer. I will be thankful if you do it.
- Sun Jan 29, 2017 7:26 am
- Forum: Econometric Discussions
- Topic: unit root test
- Replies: 1
- Views: 2337
unit root test
hi; my question may be idiot but i can not take decision about my serie if it is differency stationary (and it is then I(2) without constant) or trend stationary and then I(1) here are the results of ADF and PP tests. I made a df test on the trend wicth critical value à is 2.78 (5%) ADF t-@rend=2.63...