dickey fuller augmented

  1. M

    When to use Augmented Dickey Fuller test vs Dickey Fuller Test - Time series

    Checking a variable for I(1) process, when should i use a ADF vs DF test?
  2. F

    Augmented Dickey Fuller Test

    How do you test for non-stationarity using an augmented Dickey Fuller test with no time trend and a lag of 2 or more in STATA? I need simple regression commands (i.e. "gen...", "reg...", etc..). I am a beginner with STATA. Thanks!
  3. H

    Optimal number of lags before applying the Augmented Dickey-Fuller in STATA

    As a part of my master thesis, which is a study of the relationship between oil prices and the performance of alternative energy shares, I have to perform an augmented Dickey-Fuller test to see whether my data set is stationary. For simplicity reasons I have only included two data series in...
  4. Y

    Augmented Dickey Fuller Test

    Hi people. I'm sorry if this is a silly question. These are the results of ADF test on the daily returns of an index. Could you please help me help interpret these results? I do not know where the result is significant at. Null Hypothesis: D(SENSEX) has a unit root Exogenous: Constant...