Advertisement
dfuller — Augmented Dickey–Fuller unitroot test.pdf
dfuller— Augmented Dickey–Fuller unitroot test 3 Deciding which case to use involves a combination of theory and visual inspection of the data ... Down
Time Series Analysis Using SAS  Part I  The Augmented.pdf
example of a time series dataset ... The stationarity test will utilize the Augmented DickeyFuller (ADF) technique (Dickey and ... Augmented DickeyFuller test and ... Down
DFGLS vs. Augmented DickeyFuller .pdf
DFGLS vs. Augmented DickeyFuller This is almost completely taken from the Stata 11 Manual—TimeSeries. dfgls. tests for a unit root in a time series ... Down

DFGLS vs. Augmented DickeyFuller  …
DFGLS vs. Augmented DickeyFuller This is almost completely taken from the Stata 11 Manual—TimeSeries. dfgls. tests for a unit root in a time series.
www.learneconometrics.com/class/5263/notes/DF.pdf 
19230: Stationarity Issues in Time Series Models
Stationarity Issues in Time Series Models ... for example t test statistics that have approximately normal distributions in large ... Dickey and Fuller ...
www2.sas.com/proceedings/sugi30/19230.pdf 
Unit Roots  University of Wisconsin–Madison
Example with simulated data ... – Augmented Dickey‐Fuller – (Test without extra lags is called Dickey ... • If test rejects hypothesis of a unit root
www.ssc.wisc.edu/~bhansen/390/390Lecture21.pdf 
Unit Root Tests  University of Washington
4.3.3 DickeyFuller Unit Root Tests ... Example 21 Testing for a unit root in exchange rates using ... feasible point optimal unit root test against the alternative ...
faculty.washington.edu/ezivot/econ584/notes/unitroot.pdf 
Syntax  Stata
2dfgls— DFGLS unitroot test Remarks and examples stata.com dfgls tests for a unit root in a time series. It performs the modiﬁed Dickey–Fuller ttest (known
www.stata.com/manuals13/tsdfgls.pdf 
Example: stationary ARIMA  University of Colorado …
Example: nonstationary TS . 4/19/2011 9 Logged series ... One more test… > adf.test(lngas, alternative="stationary") Augmented DickeyFuller Test data: lngas
www.colorado.edu/geography/class_homepages/geog_4023_s11/Lecture17...