SAS ADF test interpretation

noetsi

Fortran must die
#1
I am really confused by the SAS output for the augmented dickey fuller. You are testing the null of a unit root, but it list two different statistics rho and tau with associated p values. I am not sure which of these to use to test the null; nothing I read on this test suggests more than one statistic.

I am not talking about the types of test, say trend, but the statistics listed with it.

http://support.sas.com/documentatio.../default/viewer.htm#etsug_autoreg_sect034.htm