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by carlasophie
Sun Feb 14, 2021 4:08 am
Forum: Econometric Discussions
Topic: Stationarity
Replies: 0
Views: 791


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...

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