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Raaed
Raaed
Level IV

Augmented Dickey Fuller

Feb 29, 2024 07:33 PM (441 views)

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?!

Řaëd ~✍
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3 REPLIES 3
WebDesignesCrow
Super User WebDesignesCrow
Super User

Re: Augmented Dickey Fuller

Created: Mar 10, 2024 10:19 PM  |  Last Modified: Mar 11, 2024 12:23 AM (335 views)  |  Posted in reply to message from Raaed 02-29-2024

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).

MRB3855
Super User MRB3855
Super User

Re: Augmented Dickey Fuller

Mar 11, 2024 05:55 AM (319 views)  |  Posted in reply to message from Raaed 02-29-2024

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

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

 

WebDesignesCrow
Super User WebDesignesCrow
Super User

Re: Augmented Dickey Fuller

Mar 11, 2024 06:14 AM (316 views)  |  Posted in reply to message from MRB3855 03-11-2024

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 

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