Question

If the p value is > 0.05 during the ADF test of the time series then the series is said to be ___________________

1- Stable
2- Non-Stationary
3- Fixed
4- Stationary

Answer 1

If the p value is >0.05 during the ADF (Augmented Dickey- Fuller) test of the time series then the series is said to be Non-stationary and it accepts NULL hypothesis. If p value is <= 0.05, it rejects NULL hypothesis which is symbolized  as H0, and it is said to be stationary where data doesn't have unit root. Alternate Hypothesis is symbolized as H1.

Answer 2

Explanation:

If the p value is >0.05 during the ADF (Augmented Dickey- Fuller) test of the time series then the series is said to be Non-stationary and it accepts NULL hypothesis. If p value is <= 0.05, it rejects NULL hypothesis which is symbolized  as H0, and it is said to be stationary where data doesn't have unit root. Alternate Hypothesis is symbolized as H1.