[R] Augmented Dickie-Fuller test
n|ckmwr@y @end|ng |rom gm@||@com
Thu Aug 26 15:23:16 CEST 2021
Hello: I've downloaded this dataset, and when I plot it it is clearly
df <- read.csv('
But when I apply the Augmented Dickie-Fuller Test I get a p value of 0.01,
implying that there is evidence to reject the null that the series is
non-stationary. I am puzzled as to why this is happening. Is this because
the confidence level is basically too high or is something else going on?
Augmented Dickey-Fuller Test
data: df[, 2] Dickey-Fuller = -9.9714, Lag order = 5, p-value = 0.01
alternative hypothesis: stationary
Thanks Nick Wray
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