Good day folks,
In conducting unit root tests, we have to choose among certain specifications (intercept, trend and intercept, none). How do we determine which of these to choose?
I was told that you can tell from the Correlogram or the graph. :?
Search found 3 matches
- Fri Apr 05, 2013 1:53 pm
- Forum: Econometric Discussions
- Topic: Unit Root tests specifications
- Replies: 1
- Views: 2158
- Sat Mar 16, 2013 8:48 pm
- Forum: Econometric Discussions
- Topic: Unit Root Test
- Replies: 1
- Views: 1883
Re: Unit Root Test
basically i'd like to know if to reject the null or not, and what values in the table do i look at to determine this..also, a link to somewhere that i could get relevant info on interpreting these results would be greatly appreciated
- Sat Mar 16, 2013 8:39 pm
- Forum: Econometric Discussions
- Topic: Unit Root Test
- Replies: 1
- Views: 1883
Unit Root Test
Please tell me how to interpret this test, thank you in advance
