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

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 4GP
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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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