Search found 1 match

by carlasophie
Sun Feb 14, 2021 4:08 am
Forum: Econometric Discussions
Topic: Stationarity
Replies: 0
Views: 787

Stationarity

Hi, I have a question regarding the dickey fuller test in EViews. I'm estimating single and multi factor model (CAPM, Fama/French and Carhart). The times series returns of one portfolio is not stationary on level. After applying the augmented dickey fuller test with the first difference, it's statio...

Go to advanced search