Hi.
I am trying to run a Dickey-Fuller test in Stata but the result just gives me the p value for having a unit root. How can I check whether my data generating process include intercept or trend? I know some R packages that provide also the test statistic and critical values for phi1, phi 2 and phi3.
Is there something similar in Stata? I searched a lot but found nothing.
Thanks.
I am trying to run a Dickey-Fuller test in Stata but the result just gives me the p value for having a unit root. How can I check whether my data generating process include intercept or trend? I know some R packages that provide also the test statistic and critical values for phi1, phi 2 and phi3.
Is there something similar in Stata? I searched a lot but found nothing.
Thanks.
