Asikainen, Anna-Leena (contributor) - 2003 - [Elektronische Ressource]
series with less than 200 observations is
the Augmented Dickey-Fuller test (ADF). The H
0
hypothesis of ADF is a pure
random …. Table 1 shows ADF
test results. The Augmented Dickey-Fuller test does not reject the assumption
of I(1) for any series. The …