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in reply to: T-stat and Dickey-Fuller test – QUANTS help! #83763Up::5
I am not entirely following.. 🙁 the rule is reject null when t > + t critical, or t < - t critical. (see the 2nd image) for example on air temp, t-critical is -5.8, and test stat is -0.4, it doesnt satisfy this reject if 't < - t critical'.... i dont understand why it rejected. pls pls help!!!
in reply to: T-stat and Dickey-Fuller test – QUANTS help! #83764Up::4i understand this ‘if the absolute T-value is bigger than the critical T-value of reference, one must reject the null hypothesis.’
so taking the air temp example, 0.4 is not greater than 5.8… how come the answer is reject the null??? i am so confused!! please help me understand this!! thank you!!
in reply to: T-stat and Dickey-Fuller test – QUANTS help! #83774Up::4the first column is more appropriately named ‘coefficient estimate” as there are examples in the text and sample exams that have ‘test statistics’ referred to the calculated t-stat..like this one
what do you think?
in reply to: T-stat and Dickey-Fuller test – QUANTS help! #83850in reply to: T-stat and Dickey-Fuller test – QUANTS help! #83771Up::2yes i read it as ‘col 1’ is the T-stat value and ‘col 3’ is the T-critical. i’ve seen on other questions that provide both value of test statistics and the t-critical @ 5% significance. i think the wording is just confusing…
in reply to: T-stat and Dickey-Fuller test – QUANTS help! #83772 -
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