Joao Ricardo F. Lima replied to Ihtesham Afzal:
> what´s the null hyphothesis that you are testing?
> Ho: lCPI exhibits a unit root.
>
> With these dfgls test statistics you can´t reject H0 at 10%. Test
> Statistic < Critical Value for lags 1-15.
>
> ICPI isn´t stationary.
Does a 10% critical value of _any_ statistical test amount to a row of beans?
--
Clive Nicholas
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