Dickey Fuller interpretation

[Kuda Makoni]

How do i interpret the results of this test my variable name is chic is it stationary or non stationary

[Sebastian Kripfganz]

The null hypothesis of the ADF test is that your variable has a unit root. The test statistic \(Z(t) = -1.678\) is in absolute value smaller than all of the critical values. Hence, you cannot reject the null hypothesis.

[Thong Nguyen]

Dear Sebastian. Can you recommend some useful textbook/ guidelines on using Stata for step-by-step time series analysis. I would like to buy some but I don't know which one is the most useful, relevant textbook. Thank you in advance

[Carlo Lazzaro]

Thong:
here you are: http://www.stata.com/bookstore/intro...s-using-stata/

[Thong Nguyen]

Thank you so much Carlo!

[Thong Nguyen]

Dear Carlo,
How do I set confidence interval when using xcorr in order to find out specific lags that give me lags which have strong impact of regressor on the model between two time series?

[Carlo Lazzaro]

Thong:
unfortunately, I'm not familiar with that topic.

[Thong Nguyen]

I see, thank you Carlo.

[Kuda Makoni]

How do i test if price is endogenous?

[Carlo Lazzaro]

Kuda:
you'd be better off with starting a new thread.