[R] Augmented Dickie-Fuller test
John C Frain
|r@|nj @end|ng |rom gm@||@com
Thu Aug 26 18:01:53 CEST 2021
Your series shows a strong seasonal pattern that looks fairly constant. I
would think that the adf style test is not appropriate. What are you
trying to achieve?
John C Frain
3 Aranleigh Park
mailto:frainj using tcd.ie
mailto:frainj using gmail.com
On Thu, 26 Aug 2021 at 14:24, Nick Wray <nickmwray using gmail.com> wrote:
> 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
> [[alternative HTML version deleted]]
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
[[alternative HTML version deleted]]
More information about the R-help