Timeline for Choosing the maximum lag length in the augmented Dickey-Fuller test
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Apr 28, 2016 at 9:43 | comment | added | Andrew Wang | Thanks very much for your reply, Jacob! Yes, you are quite right about the stochastic trend of daily price. In this sense, I guess I'll revert to monthly data instead. | |
| Apr 28, 2016 at 3:59 | history | edited | Jacob H | CC BY-SA 3.0 |
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| Apr 27, 2016 at 23:14 | history | answered | Jacob H | CC BY-SA 3.0 |