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- Sat Aug 10, 2013 12:24 am
- Forum: Econometric Discussions
- Topic: ADF Test Procedure
- Replies: 0
- Views: 1607
ADF Test Procedure
Hi Guys, I need a little help please. I conducted the ADF unit root test, and in sequence also (intercept + trend, intercept, none). If intercept and trend is rejected, then the conclusion is trend stationary process. The stationary series is obtained by detrending the series. If intercept is reject...