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- Thu May 13, 2010 11:09 pm
- Forum: Econometric Discussions
- Topic: Stationarity Tests
- Replies: 0
- Views: 2532
Stationarity Tests
Hi, I have a question about testing for stationarity. I know that when you conduct the augmented dicky-fuller test for a variable, that you do it for different lag lengths and then choose the lag length with the minimum AIC or SBC values. However, how do you interpret negative AIC and SBC values? Do...
