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- Sun Feb 14, 2021 4:08 am
- Forum: Econometric Discussions
- Topic: Stationarity
- Replies: 0
- Views: 11804
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...