Augmented Dickey-Fuller Test data: diff(rgdp.ts) Dickey-Fuller = -3. 9881, Lag order alternative hypothesis: stationary 4, p-value 0. 01441 %3D

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter11: Topics From Analytic Geometry
Section11.4: Plane Curves And Parametric Equations
Problem 43E
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Is rgdp stationary? (Using Dickey-Fuller test) Explain in a very 
comprehensive manner

Augmented Dickey-Fuller Test
data: diff (rgdp.ts)
Dickey-Fuller = -3.9881, Lag order
alternative hypothesis: stationary
4, p-value
0. 01441
%3D
Transcribed Image Text:Augmented Dickey-Fuller Test data: diff (rgdp.ts) Dickey-Fuller = -3.9881, Lag order alternative hypothesis: stationary 4, p-value 0. 01441 %3D
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