Unit Root interpretation (i do not know how to interpret it ) anybody can help please???

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kalsoom
Posts: 1
Joined: Sun Nov 27, 2016 1:32 am

Unit Root interpretation (i do not know how to interpret it ) anybody can help please???

Postby kalsoom » Sun Nov 27, 2016 9:24 pm

Null Hypothesis: SR has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=1)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -1.168715 0.6845
Test critical values: 1% level -3.512290
5% level -2.897223
10% level -2.585861

*MacKinnon (1996) one-sided p-values.


Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SR)
Method: Least Squares
Date: 11/28/16 Time: 12:21
Sample (adjusted): 1992M03 1998M12
Included observations: 82 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

SR(-1) -0.048275 0.041306 -1.168715 0.2460
D(SR(-1)) -0.295807 0.107810 -2.743779 0.0075
C 24.59322 16.26878 1.511682 0.1346

R-squared 0.117538 Mean dependent var 5.442439
Adjusted R-squared 0.095197 S.D. dependent var 60.53113
S.E. of regression 57.57790 Akaike info criterion 10.98005
Sum squared resid 261901.9 Schwarz criterion 11.06810
Log likelihood -447.1822 Hannan-Quinn criter. 11.01540
F-statistic 5.261128 Durbin-Watson stat 2.189658
Prob(F-statistic) 0.007161

jmagomez
Posts: 68
Joined: Wed Aug 08, 2012 10:24 am

Re: Unit Root interpretation (i do not know how to interpret it ) anybody can help please???

Postby jmagomez » Mon Nov 28, 2016 11:31 am

Dear Kalsoom,

Could you send me the image from your result?

Regards.


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