Dickey Fuller Test
Posted: Tue Jul 12, 2011 3:49 am
Hi,
I am currently trying to run a Dicey Fuller test on a series to test for stationarity, however I am unsure as to the difference between choosing level or first/second difference when running the test and also whether to choose intercept or trend&intercept. Can anyone help me in relation to this?
Thanks :)
I am currently trying to run a Dicey Fuller test on a series to test for stationarity, however I am unsure as to the difference between choosing level or first/second difference when running the test and also whether to choose intercept or trend&intercept. Can anyone help me in relation to this?
Thanks :)