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Sorry, should have included the question and answer options.
Q: Which of the following is not correct about the Dickey-Fuller unit root test for nonstationarity?
A. The null hypothesis is that the time series has a unit root.
B. A hypothesis test is conducted using critical values computed by Dickey and Fuller in place of conventional t-test values.
C. If the test statistic is significant, we conclude that the time series is nonstationary.
I get why A is the answer here but why isn’t C?

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