ADF Test .Please help
Posted: Tue May 03, 2016 12:39 pm
1) In ADF test results, do we just follow the rule that if t-stat>t-tab, reject Ho of non stationarity. my question is that in ADF, do we only compare the T-stat with the critical values or we should look at the respective p-value as well ?
2) second question, a dependent variable which is stationary at level, but i want it to be stationary at first difference. is there any method of doing so??
Please help someone
2) second question, a dependent variable which is stationary at level, but i want it to be stationary at first difference. is there any method of doing so??
Please help someone