ADF test and PP test results
Posted: 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
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