Dear all,
I've run stationarity test with ADF and PP, in 1st diff with trend and no trend. which one should I choose? trend or no trend?
Search found 2 matches
- Sun Jun 02, 2013 7:22 pm
- Forum: Econometric Discussions
- Topic: URGENT HELP!!! which result should i choose from ADF and PP?
- Replies: 0
- Views: 1419
- Sun Jun 02, 2013 7:16 pm
- Forum: Econometric Discussions
- Topic: URGETN!!! SOS!!! help to read KPSS result
- Replies: 0
- Views: 1574
URGETN!!! SOS!!! help to read KPSS result
Deal all,
my KPSS LM-test results is 0.132884
CV at 1% is 0.216000
CV at 5% is 0.146000
CV at 10% is 0.119000
for my understanding about this results, 1% is significant but 5 & 10% is not significant, how come?
Thx for your answering.
my KPSS LM-test results is 0.132884
CV at 1% is 0.216000
CV at 5% is 0.146000
CV at 10% is 0.119000
for my understanding about this results, 1% is significant but 5 & 10% is not significant, how come?
Thx for your answering.