Lag Order and Critical Values of the Augmented Dickey-Fuller Test

• 1 July 1995
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 13  (3) , 277
• https://doi.org/10.2307/1392187

Abstract

Keywords

• CRITICAL VALUES
• LAG ORDER
• FULLER TEST
• AUGMENTED DICKEY
• DICKEY FULLER
• ORDER AND CRITICAL