ADF in Stata

[Kendal zhang]

Hello,

During ADF test, why did my P value (0.0034) reject the original hypothesis, but the Z(t) value didn't reject the original hypothesis? It's contradictory!


Dickey-Fuller test for unit root Number of obs = 238

---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -3.757 -3.464 -2.881 -2.571
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0034

Best wished,
Kendal

[Kendal zhang]

Hello,

During ADF test, why did my P value (0.0034) reject the original hypothesis, but the Z(t) value didn't reject the original hypothesis? It's contradictory!


Dickey-Fuller test for unit root Number of obs = 238

---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -3.757 -3.464 -2.881 -2.571
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0034

Best wished,
Kendal

I'm sorry, Maybe I have the wrong information. It has been solved.