05-08-2017 12:40 PM - edited 05-08-2017 12:42 PM
I have time series, and after 1st difference i got this .
Pr<Tau in first and second row is <0,05, but in third line it is >0,05.
So what i have to do ? It is stationary or i have to do second difference ?
05-09-2017 05:30 PM
For the table provided of Dickey-Fuller test results on your first-differenced series, all 3 p-values shown in the Pr < Tau column are smaller than the alpha-level you mentioned of 0.05. This causes you to reject the null hypothesis that the series has a unit root and conclude that no further differencing is needed.
I hope this helps!