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ADF stands for Augmented Dickey Fuller test (Dickey and Fuller, 1981).
This is in conformity with the results obtained from the Augmented Dickey Fuller test.
The results for the augmented Dickey Fuller test imply that all log return series are stationary in both periods.
ii) If absolute value of Augmented Deckey Fuller test statistics is greater than the critical value at 1% and 5% significance level.
Table 6 shows the result of Augmented Dickey Fuller test (ADF) and Phillips-Peron test (PP) for each stock return series and other variables.
First, the order of integration of variables will be verified using the test of unit roots through the Augmented Dickey Fuller test (ADF) and Phillip-Perron test.
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Table 3 Augmented Dickey-Fuller unit root test of GBM for diesel prices t-statistic Prob Augmented Dickey-Fuller test statistic − 1.5109 0.5168 Test critical values 1% level − 3.6268 5% level − 2.9458 10% level − 2.6115 Note: Complete ADF unit root test in Additional file 1 Table S1.
The full test isn't available online, for obvious reasons.
Teenage full-back James O'Connor celebrated his first full Test appearance with a hat-trick of tries.
Alex Clark "It's like the movie version of the glass-half-full test.
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