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2007 Dec 08
2
time series tests
Hi all, Can anyone clear my doubts about what conclusions to take with the following what puts of some time series tests: > adf.test(melbmax) Augmented Dickey-Fuller Test data: melbmax Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01 alternative hypothesis: stationary Warning message: p-value smaller than printed p-value in: adf.test(melbmax)