ADF test and PP test results

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EvaKol
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Joined: Sat Apr 19, 2014 10:23 am

ADF test and PP test results

Postby EvaKol » Sat Apr 19, 2014 10:29 am

Hello,
I am working on getting the results from ADF and PP analysis. I am bit confused, since the results I think I have do not match to the assumptions. I would like to ask, result like this:

ADF test = -0,109773
ADF critical (1%) = -2,579226,

means the data is nonstationary or stationary? What is the rule to decide? (that is my biggest concern) Can't find it anywhere.

Thanks a lot

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