Augmented Dickey Fuller Test

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engur
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Joined: Tue Mar 10, 2015 5:31 pm

Augmented Dickey Fuller Test

Postby engur » Tue Mar 10, 2015 7:01 pm

I am a bit confused about ADF test. Do we need to check for serial correlation before implementing the ADF test. And secondly, when I do the ADF test, the durbin-watson stat is approximately 1.86. Is this too low and if it is too low, does this make the adf test unreliable ? Thanks for replies in advance !!
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