-----Mensaje original----- De: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] En nombre de gretl-users-request(a)lists.wfu.edu Enviado el: lunes, 18 de enero de 2010 18:00 Hi, Michael; You can interpret the test easily looking at the p-value (this is better that using the t-statistic, because it is no necessary to search into the tables). In the ADF test the null hypothesis is that the series is non-stationary. First you must choose the significance level (10%, 5%, 1%,...). Suppose you choose 5% (=0.05), then you will reject the null hypothesis if and only if the p-value is smaller than 0.05, if not, you can't reject the null and your series can be considered as non-stationary. Cheers Javi Para: gretl-users(a)lists.wfu.edu Asunto: Gretl-users Digest, Vol 36, Issue 22 Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Re: Gretl on win2k (was Re: about corrgm) (yinung at Gmail) 2. Re: Gretl on win2k (was Re: about corrgm) (Sven Schreiber) 3. ADF test results (Michael Paris) 4. Re: about corrgm (yinung at Gmail) 5. Re: ADF test results (Michael Paris) 6. Re: ADF test results (Artur T.) ---------------------------------------------------------------------- Message: 1 Date: Mon, 18 Jan 2010 01:27:39 +0800 From: yinung at Gmail <yinung.cycu(a)gmail.com&gt; Subject: Re: [Gretl-users] Gretl on win2k (was Re: about corrgm) To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <8fcc70371001170927m7d4593fbo86111a0564bc741a(a)mail.gmail.com&gt; Content-Type: text/plain; charset=ISO-8859-1 Dear Allin I see. I will wait. Thanks Yi-Nung 2010/1/17 Allin Cottrell <cottrell(a)wfu.edu&gt;: ------------------------------ Message: 2 Date: Sun, 17 Jan 2010 21:07:11 +0100 From: Sven Schreiber <svetosch(a)gmx.net&gt; Subject: Re: [Gretl-users] Gretl on win2k (was Re: about corrgm) To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <4B536DEF.7060305(a)gmx.net&gt; Content-Type: text/plain; charset=ISO-8859-1 Allin Cottrell schrieb: Otherwise we Don't know if this implies anything for gretl, but AFAIK windows 2000 will be unsupported from Microsoft starting in July 2010. cheers, sven ------------------------------ Message: 3 Date: Mon, 18 Jan 2010 13:59:00 +0800 From: Michael Paris <michael_paris(a)hotmail.fr&gt; Subject: [Gretl-users] ADF test results To: <gretl-users(a)lists.wfu.edu&gt; Message-ID: <BLU137-W2962457DFC1204D91205FFFB660(a)phx.gbl&gt; Content-Type: text/plain; charset="gb2312" Hi I'm new to Gretl (and econometrics!) and would need help to confirm that I read the results of an augmented Dickey Fuller test correctly: I have a series T=27 hypothesis of unit root : a=1 model : (1-L) y = b0 + b1*t + (a-1) * y(-1) + ... + e Coeff. autocorrelation of 1st order for e : 0.044 Estimated value of (a-1) : -0.19 Test statistic : tau_ct (1) = - 1.46 p. asymptotic critic : 0.552 => I should look at the test statistic which shows -1,46, which is negative, which means that my series can be considered as reasonably stationary and I can make an OLS regression: is this correct? Thanks a lot for the help! Mike _________________________________________________________________ New Windows 7: Find the right PC for you. Learn more. http://windows.microsoft.com/shop