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by sbarnhar
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...
by sbarnhar
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 ...

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