Timeline for Interpreting R's ur.df (Dickey-Fuller unit root test) results
Current License: CC BY-SA 4.0
18 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S Jul 12, 2020 at 5:00 | history | suggested | CommunityBot | CC BY-SA 4.0 |
Improved equation formatting
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| Jul 11, 2020 at 21:01 | review | Suggested edits | |||
| S Jul 12, 2020 at 5:00 | |||||
| S Aug 1, 2019 at 14:43 | history | suggested | altabq | CC BY-SA 4.0 |
I turned some of the most important equations into math and added the relevant greek symbols
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| Aug 1, 2019 at 14:37 | review | Suggested edits | |||
| S Aug 1, 2019 at 14:43 | |||||
| May 30, 2019 at 6:10 | comment | added | Saraz | @ Jeremy, In your detailed answer part 3 (with trend) you mentioned "In this case, the test statistics are -2.4216 2.1927 2.9343. In all of these cases, these fall within the "fail to reject the null" zones (see critical values below)." My question is if 2.1927 is test statistic for phi2, should it be check it against phi2 6.50 4.88 4.16? And if that is correct, what is the condition to accept the phi2 H0 (unit root without trend and drift)? | |
| S May 25, 2019 at 17:15 | history | suggested | JTH | CC BY-SA 4.0 |
format computer code
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| May 25, 2019 at 12:40 | review | Suggested edits | |||
| S May 25, 2019 at 17:15 | |||||
| May 26, 2018 at 20:12 | review | Suggested edits | |||
| May 27, 2018 at 3:50 | |||||
| S May 3, 2017 at 19:27 | history | edited | Michael R. Chernick | CC BY-SA 3.0 |
there was a type (gamma=1 instead of gamma=0)
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| S May 3, 2017 at 19:27 | history | suggested | bixiou | CC BY-SA 3.0 |
there was a type (gamma=1 instead of gamma=0)
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| May 3, 2017 at 19:03 | review | Suggested edits | |||
| S May 3, 2017 at 19:27 | |||||
| Apr 14, 2017 at 22:41 | vote | accept | SavedByJESUS | ||
| Feb 14, 2015 at 0:47 | history | edited | jeramy townsley | CC BY-SA 3.0 |
edited body
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| Feb 13, 2015 at 23:52 | review | Late answers | |||
| Feb 13, 2015 at 23:55 | |||||
| Feb 13, 2015 at 23:46 | history | edited | jeramy townsley | CC BY-SA 3.0 |
added 7263 characters in body
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| Feb 13, 2015 at 23:40 | history | edited | jeramy townsley | CC BY-SA 3.0 |
added 7263 characters in body
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| Feb 13, 2015 at 23:37 | review | First posts | |||
| Feb 14, 2015 at 0:13 | |||||
| Feb 13, 2015 at 23:34 | history | answered | jeramy townsley | CC BY-SA 3.0 |