topic Augmented Dickey Fuller Test - Pr<Rho and Pr <Tau in SAS Enterprise Guide

topic Augmented Dickey Fuller Test - Pr<Rho and Pr <Tau in SAS Enterprise Guide https://communities.sas.com/t5/SAS-Enterprise-Guide/Augmented-Dickey-Fuller-Test-Pr-lt-Rho-and-Pr-lt-Tau/m-p/448567#M29018 <P>What is the difference in the output of the unit root test between "Pr < Rho" and "Pr < Tau"? How should I interpret them?</P><P> </P><P> <span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="ADF.PNG" style="width: 400px;"><img src="https://communities.sas.com/t5/image/serverpage/image-id/19442i097CF1318820C17C/image-size/medium?v=v2&px=400" role="button" title="ADF.PNG" alt="ADF.PNG" /></span></P> Mon, 26 Mar 2018 07:26:59 GMT R_iz 2018-03-26T07:26:59Z Augmented Dickey Fuller Test - Pr<Rho and Pr <Tau https://communities.sas.com/t5/SAS-Enterprise-Guide/Augmented-Dickey-Fuller-Test-Pr-lt-Rho-and-Pr-lt-Tau/m-p/448567#M29018 <P>What is the difference in the output of the unit root test between "Pr < Rho" and "Pr < Tau"? How should I interpret them?</P><P> </P><P> <span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="ADF.PNG" style="width: 400px;"><img src="https://communities.sas.com/t5/image/serverpage/image-id/19442i097CF1318820C17C/image-size/medium?v=v2&px=400" role="button" title="ADF.PNG" alt="ADF.PNG" /></span></P> Mon, 26 Mar 2018 07:26:59 GMT https://communities.sas.com/t5/SAS-Enterprise-Guide/Augmented-Dickey-Fuller-Test-Pr-lt-Rho-and-Pr-lt-Tau/m-p/448567#M29018 R_iz 2018-03-26T07:26:59Z