time series

[esraa1]

Hi!

from ACF and PACF plots and dickey fuller test , as shown below , the data is stationary or not ? why ?

[Ksharp · Accepted solution]

the data is stationary due to ACF is down very quickly.

[esraa1]

but from dickey fuller test show that the series is not stationary at lag 2 !

@Ksharp 

[Ksharp]

P Value is 0.0066 ?

[esraa1]

@Ksharp yes 

but not significant at 5 % at lag 2 in single mean test

[Ksharp]

If I was right . H0 : has unit root (the data is stationary ) . not significant means can't reject H0 , a.k.a the data is stationary .

P.S. I am not expert about it . Somebody should give you correct answer .

[gamotte]

Hello,

A unit root implies that the data is not stationary (shocks have persistent effects).

[Ksharp]

Hi,
My H0 maybe is not right .Hope some ETS guys could help you .