I just used data of the value of the US Dollar for the past few years. 500 values. I ran an adf test using R and below are my results. What does it mean? Is the data stationary? Thanks.
Dickey-Fuller = -2.0319, Lag order = 4, p-value = 0.5634
alternative hypothesis: stationary
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Augmented Dickey Fuller watch
- Thread Starter
- 26-03-2011 17:49