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- Sun Nov 27, 2016 9:24 pm
- Forum: Econometric Discussions
- Topic: Unit Root interpretation (i do not know how to interpret it ) anybody can help please???
- Replies: 1
- Views: 2839
Unit Root interpretation (i do not know how to interpret it ) anybody can help please???
Null Hypothesis: SR has a unit root Exogenous: Constant Lag Length: 1 (Automatic - based on SIC, maxlag=1) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -1.168715 0.6845 Test critical values: 1% level -3.512290 5% level -2.897223 10% level -2.585861 *MacKinnon (1996) one-sided p-values. ...