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  • Precio Cierre SQMB

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    The Augmented Dickey-Fuller test was conducted to test the null hypothesis that the PRECIO_CIERRE_SQMB variable has a unit root. The test statistic of 1.116876 is greater than the critical values, so the null hypothesis cannot be rejected. This means there is not enough evidence to conclude the variable is stationary.

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    Precio cierre SQM

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    PRECIO_CIERRE_SQMB

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    The Augmented Dickey-Fuller test was conducted to test the null hypothesis that the PRECIO_CIERRE_SQMB variable has a unit root. The test statistic of 1.116876 is greater than the critical values, so the null hypothesis cannot be rejected. This means there is not enough evidence to conclude the variable is stationary.

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    © All Rights Reserved
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    28 views1 page

    Precio Cierre SQMB

    Uploaded by

    gmvchile
    The Augmented Dickey-Fuller test was conducted to test the null hypothesis that the PRECIO_CIERRE_SQMB variable has a unit root. The test statistic of 1.116876 is greater than the critical values, so the null hypothesis cannot be rejected. This means there is not enough evidence to conclude the variable is stationary.

    Copyright:

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

    Null Hypothesis: PRECIO_CIERRE_SQMB has a unit root

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

    t-Statistic Prob.*

    Augmented Dickey-Fuller test statistic 1.116876 0.9977


    Test critical values: 1% level -3.434123
    5% level -2.863093
    10% level -2.567645

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

    Augmented Dickey-Fuller Test Equation


    Dependent Variable: D(PRECIO_CIERRE_SQMB)
    Method: Least Squares
    Date: 09/15/22 Time: 18:54
    Sample (adjusted): 1/05/2016 8/05/2022
    Included observations: 1644 after adjustments

    Variable Coefficient Std. Error t-Statistic Prob.

    PRECIO_CIERRE_SQMB( 0.001699 0.001521 1.116876 0.2642


    C -8.527547 51.62755 -0.165174 0.8688

    R-squared 0.000759 Mean dependent var 43.25608


    Adjusted R-squared 0.000151 S.D. dependent var 920.8516
    S.E. of regression 920.7822 Akaike info criterion 16.48954
    Sum squared resid 1.39E+09 Schwarz criterion 16.49612
    Log likelihood -13552.40 Hannan-Quinn criter. 16.49198
    F-statistic 1.247412 Durbin-Watson stat 1.914008
    Prob(F-statistic) 0.264211

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