Search found 1 match
- Tue Jul 12, 2011 3:49 am
- Forum: Econometric Discussions
- Topic: Dickey Fuller Test
- Replies: 0
- Views: 1480
Dickey Fuller Test
Hi, I am currently trying to run a Dicey Fuller test on a series to test for stationarity, however I am unsure as to the difference between choosing level or first/second difference when running the test and also whether to choose intercept or trend&intercept. Can anyone help me in relation to t...