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- Sun Aug 11, 2013 8:45 am
- Forum: Econometric Discussions
- Topic: ADF- trend and intercept
- Replies: 4
- Views: 20819
Re: ADF- trend and intercept
So if your p-value is less than 0.05, then you have enough evidence to reject H0 and to consider that you data is TSP. Else, you need to test for the 1st difference, without the trend. the Hypotheses are: H0: the trend coefficient = 0 => the data needs to be differenced to make it stationary H1: the...