Scribd Logo
Upload

Welcome to Scribd!

  • Adf SQMB

    Uploaded by

    gmvchile
    3 views1 page
    The Augmented Dickey-Fuller test was conducted on the RENTABILIDAD_SQMB variable to test for a unit root. The test statistic of -39.75420 is lower than the 1% critical value, so the null hypothesis of a unit root is rejected. The test equation results show the RENTABILIDAD_SQMB coefficient is -0.980892 and highly significant, providing further evidence against a unit root.

    Original Description:

    adf SQM

    Original Title

    ADF_SQMB

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The Augmented Dickey-Fuller test was conducted on the RENTABILIDAD_SQMB variable to test for a unit root. The test statistic of -39.75420 is lower than the 1% critical value, so the null hypothesis of a unit root is rejected. The test equation results show the RENTABILIDAD_SQMB coefficient is -0.980892 and highly significant, providing further evidence against a unit root.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    3 views1 page

    Adf SQMB

    Uploaded by

    gmvchile
    The Augmented Dickey-Fuller test was conducted on the RENTABILIDAD_SQMB variable to test for a unit root. The test statistic of -39.75420 is lower than the 1% critical value, so the null hypothesis of a unit root is rejected. The test equation results show the RENTABILIDAD_SQMB coefficient is -0.980892 and highly significant, providing further evidence against a unit root.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Null Hypothesis: RENTABILIDAD_SQMB has a unit root

    Exogenous: Constant
    Lag Length: 0 (Automatic - based on SIC, maxlag=24)

    t-Statistic Prob.*

    Augmented Dickey-Fuller test statistic -39.75420 0.0000


    Test critical values: 1% level -3.434126
    5% level -2.863094
    10% level -2.567645

    *MacKinnon (1996) one-sided p-values.

    Augmented Dickey-Fuller Test Equation


    Dependent Variable: D(RENTABILIDAD_SQMB)
    Method: Least Squares
    Date: 09/15/22 Time: 19:17
    Sample (adjusted): 1/06/2016 8/05/2022
    Included observations: 1643 after adjustments

    Variable Coefficient Std. Error t-Statistic Prob.

    RENTABILIDAD_SQMB( -0.980892 0.024674 -39.75420 0.0000


    C 0.001112 0.000622 1.788271 0.0739

    R-squared 0.490594 Mean dependent var 1.04E-05


    Adjusted R-squared 0.490283 S.D. dependent var 0.035256
    S.E. of regression 0.025171 Akaike info criterion -4.525039
    Sum squared resid 1.039696 Schwarz criterion -4.518460
    Log likelihood 3719.319 Hannan-Quinn criter. -4.522599
    F-statistic 1580.397 Durbin-Watson stat 2.000159
    Prob(F-statistic) 0.000000

    You might also like