topic Augmented Dickey Fuller in Discussions

Augmented Dickey Fuller

Raaed — Fri, 01 Mar 2024 00:33:36 GMT

How can we know whether the value of the Dickey-Fuller test is significant or not in JMP pro? Since there is no value for p-value in output?!

WebDesignesCrow — Mon, 11 Mar 2024 04:23:15 GMT

I'm not sure if the ADF/DF test is present in JMP Pro or not.

I used R/R-studio to test the time-series data & get the p-value (it is not available in standard JMP17.2).

MRB3855 — Mon, 11 Mar 2024 09:55:45 GMT

Hi @Raaed , @WebDesignesCrow : Good post abut this here.

WebDesignesCrow — Mon, 11 Mar 2024 10:14:02 GMT

Thanks @MRB3855 ,

Actually, I also asked this question last year.

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