Info

Table 1.2 EUR/USD returns ADF test

ADF test statistic -18.37959 1% critical valuea -3.4371

5% critical value -2.8637

10% critical value -2.5679

aMacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation Dependent Variable: D(DR-USEURSP) Method: Least Squares Sample(adjusted): 7 1749

Included observations: 1743 after adjusting endpoints

Variable

0 0

Post a comment