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- Mon Jan 21, 2013 5:23 am
- Forum: Econometric Discussions
- Topic: ARIMA model - unit root test
- Replies: 0
- Views: 1707
ARIMA model - unit root test
Hello, I am creating arima model in eviews. My question relates to adf unit root test. I am trying to check whether the original series is stationary or not. When I use adf test with constant or adf test without any exogenous variable, the series is nonstationary and constant is not significant. On ...