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by metrics_trouble
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...

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