I have some time series .more than 1000 observations each ..I want to test if  they contain unit roots...
I am performing ADF as well as  KPSS tests...I am getting contraditory results in 7 out of 10 series....KPSS test is rejecting stationarity where as ADF test is not....
Which one is more reliable test...any idea/reference?
 
Kaushik Bhattacharjee



      
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