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- Tue Nov 22, 2011 5:02 am
- Forum: Econometric Discussions
- Topic: Dickey Fuller - ADF test
- Replies: 0
- Views: 1702
Dickey Fuller - ADF test
Hello, 1) DYt=psi*Yt-1 + ut (none) 2) DYt=intercept+psi*Yt-1 + ut (intercept) 3) DYt=intercept + time trend + psi*Yt-1 + ut (trend and intercept) In order to conduct DF test it should be tested: H0: psi=0 H1:psi not 0 in the above three equations. E Views names these equations (none), (trend and int...