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You have run an Augmented Dickey-Fuller test on a time series and the test statistic has a p-value equal to 0.03. What can you conclude
- You have run an Augmented Dickey-Fuller test on a time series and the test statistic has a p-value equal to 0.03. What can you conclude about the presence of a trend in that time series?
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Principles Of Econometrics
Authors: R Carter Hill, William E Griffiths, Guay C Lim
5th Edition
1118452275, 9781118452271
