Displaying 1 result from an estimated 1 matches for "melbmax".
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)
>adf.test(melbmax,k=0,alternative="stationary")...