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R_iz
Calcite | Level 5 R_iz
Calcite | Level 5

Augmented Dickey Fuller Test - Pr<Rho and Pr <Tau

Posted 03-26-2018 03:26 AM (1714 views)

What is the difference in the output of the unit root test between "Pr < Rho" and "Pr < Tau"? How should I interpret them?

 

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  • 0 replies
  • ‎03-26-2018 03:26 AM
  • 1715 views
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