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Shreyes2010/Result.R

Created May 31, 2012 19:10
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Results from the adf.test()
Raw
Result.R
Augmented Dickey-Fuller Test
data: Full sample
Dickey-Fuller = -2.4901, Lag order = 4, p-value = 0.3734
alternative hypothesis: stationary
Augmented Dickey-Fuller Test
data: First 80 obs
Dickey-Fuller = -2.9479, Lag order = 4, p-value = 0.1882
alternative hypothesis: stationary
Augmented Dickey-Fuller Test
data: From 80 to the end of sample
Dickey-Fuller = -1.9367, Lag order = 2, p-value = 0.5965
alternative hypothesis: stationary
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