Re: [Gretl-devel] Re: [Gretl-users] ADF result
On Fri, 5 Dec 2008, Sven Schreiber wrote:
How about changing the model ("Modell") line just a little
bit:
Modell:
(1-L)y = b + (a-1)*y(-1) + ... + a_[lag order]*(1-L)y(-[lag order]) + e
That way it's absolutely clear that the order refers to the lagged
differences...
This looks a little complicated to me. How about replacing the
header, e.g.,
Augmented Dickey-Fuller tests, order 2, for IDE
sample size 53
unit-root null hypothesis: a = 1
with something like
Augmented Dickey-Fuller tests for IDE
including 2 lags of (1 - L)IDE
sample size 53
unit-root null hypothesis: a = 1
Allin.