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
Unit Root interpretation (i do not know how to interpret it ) anybody can help please???
Moderators: EViews Gareth, EViews Moderator
Re: Unit Root interpretation (i do not know how to interpret it ) anybody can help please???
Dear Kalsoom,
Could you send me the image from your result?
Regards.
Could you send me the image from your result?
Regards.
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 2 guests
