@Devi93 wrote:
I have performed linear regression using OLS and done dickey fuller test. I have taken log transformation of data and then differenced, and on plotting them (on excel) positively shows data stationary. However, the t-stat value then I get for dickey fuller test is >0 and never negative thereby always data being non-stationary. What should I do ? Why am I not getting negative values for t-stat so that the data is stationary. I have assumed significance level of 0.05 and therefore the values for all N is -1.95 for no trend and constant. Can someone identify what the problem is.
Very thanx on any advice on this.
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