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by anza.ch
Mon May 16, 2016 8:42 am
Forum: Econometric Discussions
Topic: ADF Test .Please help
Replies: 2
Views: 3112

Re: ADF Test .Please help

Thank you. Please guide if The ADF test suggests that X(t) is I(1), and the Phillip Perron test that X(t) is I(0). In short both these unit root tests give opposite results. The sample is from 1970 to 2011. What should I decide?
by anza.ch
Tue May 03, 2016 12:39 pm
Forum: Econometric Discussions
Topic: ADF Test .Please help
Replies: 2
Views: 3112

ADF Test .Please help

1) In ADF test results, do we just follow the rule that if t-stat>t-tab, reject Ho of non stationarity. my question is that in ADF, do we only compare the T-stat with the critical values or we should look at the respective p-value as well ? 2) second question, a dependent variable which is stationar...

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