How can explain p value under this
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- Thu Dec 26, 2024 6:37 am
- Forum: Econometric Discussions
- Topic: ADF- Intercept and trend
- Replies: 3
- Views: 48003
- Thu Dec 26, 2024 6:31 am
- Forum: Econometric Discussions
- Topic: ADF- Intercept and trend
- Replies: 3
- Views: 48003
Re: ADF- Intercept and trend
Hi guys, I really need your help!!! I test time series data using ADF unit root test. When I test one of my variables in levels I find that is non-stationary in all 3 cases( with constant and trend (insignificant), with constant(insignificant) and without trend and constant). Taking the first diffe...