Desktop productivity for business analysts and programmers

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

Reply
Regular Learner
Posts: 1

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

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

 

 ADF.PNG

Ask a Question
Discussion stats
  • 0 replies
  • 251 views
  • 0 likes
  • 1 in conversation