How to generate series using ADF result?
Posted: Fri Mar 09, 2012 3:57 am
Hello
I've done a unit root test to check for stationarity of my data. Ticking "intercept" in the "include in the test equation" section, problem of unit root is rejected (t ADF< t critical values). But I don't know how to change my variable in the equation, or if I need to generate new series or not. And if so, how to generate new series for the "intercept" or "trend and intercept" options?
Your kindly help is highly appreciated.
Regards,
Danika
I've done a unit root test to check for stationarity of my data. Ticking "intercept" in the "include in the test equation" section, problem of unit root is rejected (t ADF< t critical values). But I don't know how to change my variable in the equation, or if I need to generate new series or not. And if so, how to generate new series for the "intercept" or "trend and intercept" options?
Your kindly help is highly appreciated.
Regards,
Danika