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> Stats - Adf & Kpss Output
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Branket
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#1
Jan 14 2016 06:03pm
Am I interpreting these properly?
ADF output
Test Stat = -1.268
P Value = 0.195
5% Crit Value = -1.99
Since test < 5% crit value I can reject null hypothesis of unit root which means the relationship is stationary
KPSS output
Test Stat = 0.211
P Value = 0.247
5% Crit Value = 0.46
Since test > 5% crit value I cannot reject null hypothesis of stationary
This post was edited by Branket on Jan 14 2016 06:04pm
deathlane18
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#2
Jan 17 2016 10:18am
need more background. what is thebackground? like what is null and alternative hypotheses?
but yes, if p-value is less than .05, you reject.
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