In the output from summary(WTI ADF trend), you will see the following in the end Critical values for test statistics: 1pct 5pct 10pct tau3 -3.99 -3.43 -3.13 phi2 6.22 4.75 4.07 phi3 8.43 6.49 5.47 The critical values in the row of “tau2” is for the null hypothesis ρ = 0 (hence unit root). Those […]
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