Search found 3 matches

by rselva123
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.
by rselva123
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...
by rselva123
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

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