3. DICKEY-FULLER test

The exercise was created 2024-03-14 by Makizon. Question count: 6.

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  • gör DICKEY-FULLER TEST till adj.close adf.test(COST$adj.close, k=1)
  • gör DICKEY-FULLER TEST för LOGADJCLOSE adf.test(COST$LOGADJCLOSE, k=1)
  • gör DICKEY-FULLER test för LOGRETURN adf.test(COST$LOGRETURN[-1], k=1)
  • varför tar man bort första raden på LOGRETUN? för att det första värdet är NA
  • H0 not stationary, p-value > 5%
  • H1 stationary, p-value < 5%

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