Hello,
how can a right-tailed ADF test be performed in eviews?
I want to test the @trend-coefficient for explosive behavior:
H(1): Delta > 0 (instead of H(1): Delta < 0)
Thank you in advance
Search found 2 matches
- Thu May 23, 2013 4:21 am
- Forum: Econometric Discussions
- Topic: Right Tailed ADF
- Replies: 0
- Views: 1647
- Tue May 21, 2013 6:05 am
- Forum: Econometric Discussions
- Topic: Augmented Dickey Fuller Test
- Replies: 0
- Views: 1643
Augmented Dickey Fuller Test
Hello, I have a question regarding the interpretation of an ADF output. When performing on a time series of a stock, is it possible to make a statement regarding the strength of the trend in the time series when looking either at the t-stat from the ADF or the t-stat of the @Trend coefficient? So, w...