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24.069
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)