Dear community,
as I am conducting a ADF test for stationarity, I am interested in the actual order of integration of the time series. The null hypothesis of the ADF is that the time series contains a unit root but does not answer the question whether the time series follows another order of integration than I(0) or I(1).
Thanks for your support,
best regards,
Max
as I am conducting a ADF test for stationarity, I am interested in the actual order of integration of the time series. The null hypothesis of the ADF is that the time series contains a unit root but does not answer the question whether the time series follows another order of integration than I(0) or I(1).
Thanks for your support,
best regards,
Max
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