Augmented Dickey Fuller

[#1]

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?!

[#2]

Hi @Raaed ,

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).

[#3]

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

https://community.jmp.com/t5/Discussions/reading-results-of-Augmented-Dickey-Fuller-Unit-Root-Test/t...

[#4]

Thanks @MRB3855 ,

Actually, I also asked this question last year.

Additional discussion:

https://community.jmp.com/t5/Discussions/How-to-test-data-is-nonstationary-or-not/m-p/661472