Search found 3 matches
- Sat Mar 03, 2012 10:28 pm
- Forum: Econometric Discussions
- Topic: unit root interpretation Please
- Replies: 10
- Views: 26395
Re: unit root interpretation Please
Thanks. Eviews gives confusing results. It's difficult to interpret.Having come upto version 7, it could refine its algorithm to give clear, consistent results.
- Fri Mar 02, 2012 11:42 pm
- Forum: Econometric Discussions
- Topic: unit root interpretation Please
- Replies: 10
- Views: 26395
Re: unit root interpretation Please
Here is the output of study . Probability of 0.004 (less than 0.0 5) but the t-statistics is -3.699 which is less than critical values . How should I interpret the result. Should I say 'The series has unit root? or should I reject the null hypothesis? Thanks Null Hypothesis: INDIAVIX has a unit root...
- Fri Mar 02, 2012 8:24 am
- Forum: Econometric Discussions
- Topic: unit root interpretation Please
- Replies: 10
- Views: 26395
unit root interpretation Please
The result of Dickey fuller test shows Probability of 0.0044 (less than 0.05) but the t-statistics is -3.699 which is less than critical values. How should I interpret the result. Should I say 'The series has unit root? or should I reject the null hypothesis?
Thanks in advance
Thanks in advance
