The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.stat.math

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: unit root test
Replies: 1   Last Post: Jun 7, 2014 6:54 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Özgür Ergün

Posts: 10
Registered: 3/2/10
unit root test
Posted: Jun 7, 2014 7:57 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hello, I live diffic?lty to understnad Dickey-Fuller unit root test. Does it test only having stochastic trend? Or also the deterministic trend?
I will be very glad for any help. Thanks alot.

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.