Search found 2 matches
- Mon Jun 07, 2010 2:00 pm
- Forum: Econometric Discussions
- Topic: dickey fuller test
- Replies: 1
- Views: 9227
Re: dickey fuller test
I would suggest you read about unit root tests to start, however, below is some output for a DF test. The null is, as stated below, that my variable ALLCBI has a unit root or is very loosely speaking a random walk (RW), but note a RW is more restrictive in its distributional characteristics. The tes...
- Fri Jun 04, 2010 5:00 pm
- Forum: Econometric Discussions
- Topic: Ordered Probit, Fitted values or Residuals?
- Replies: 1
- Views: 3380
Ordered Probit, Fitted values or Residuals?
Hello: My issue involves estimating a model where the dependent variable (ALLCBI) is graphed in the attached word doc. This variable starts with a signed binary variable, -1,0,+1, but adds up these values if more than one occurs on one day, resulting in the data below, which ranges from -2 to +3. I ...
