interpretation of unit root test

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tehmina
Posts: 3
Joined: Thu Jan 28, 2016 11:43 am

interpretation of unit root test

Postby tehmina » Fri Feb 05, 2016 12:47 am

hello,
please can any one interpret it.
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ADF RESULTS AT LEVEL( Interset rate).1970.docx
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Qurat
Posts: 3
Joined: Sat Feb 13, 2016 11:01 am

Re: interpretation of unit root test

Postby Qurat » Sat Feb 13, 2016 11:58 pm

The Prob.* value is less than 0.05 and t-static is more than critical values at 1% 5% and 10% in your working file so you are going to reject null hypothesis that states that series are non stationary. accept alternative hypothesis that state that series are stationary.


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