Augmented Dickey-Fuller Test - Need Urgent Help!
Posted: Sun Apr 25, 2010 1:29 am
Hello,
In testing a variable for non-stationarity, I am not sure whether in the list of options of the ADF test I can drop the intercept in case it is not statistically significant (assuming the trend is already non significant). Therefore, in this case, I would select "none" in the list of options. Is this a correct procedure? Could anyone help me with this?
Thank you very much!
In testing a variable for non-stationarity, I am not sure whether in the list of options of the ADF test I can drop the intercept in case it is not statistically significant (assuming the trend is already non significant). Therefore, in this case, I would select "none" in the list of options. Is this a correct procedure? Could anyone help me with this?
Thank you very much!