Checking a variable for I(1) process, when should i use a ADF vs DF test?
M maasi007 New Member Dec 17, 2016 #1 Dec 17, 2016 #1 Checking a variable for I(1) process, when should i use a ADF vs DF test?
M maasi007 New Member Dec 17, 2016 #2 Dec 17, 2016 #2 I heard a little bird sing: We use an ADF test when we have a lag dependent vairable and a DF test when we haven't
I heard a little bird sing: We use an ADF test when we have a lag dependent vairable and a DF test when we haven't
