The document reports the results of unit root tests on 5 stock prices. For each stock, the null hypothesis of a unit root was accepted or rejected based on whether p was greater than or less than 0.05. First differencing was used for stocks where the null hypothesis was initially accepted, indicating the presence of a unit root problem. After differencing, the null hypothesis was rejected for all stocks, indicating no unit root problem existed.
The document reports the results of unit root tests on 5 stock prices. For each stock, the null hypothesis of a unit root was accepted or rejected based on whether p was greater than or less than 0.05. First differencing was used for stocks where the null hypothesis was initially accepted, indicating the presence of a unit root problem. After differencing, the null hypothesis was rejected for all stocks, indicating no unit root problem existed.
The document reports the results of unit root tests on 5 stock prices. For each stock, the null hypothesis of a unit root was accepted or rejected based on whether p was greater than or less than 0.05. First differencing was used for stocks where the null hypothesis was initially accepted, indicating the presence of a unit root problem. After differencing, the null hypothesis was rejected for all stocks, indicating no unit root problem existed.