For the XOM stock close prices time series perform a stationarity test using ADF. What is the value of the ADF statistic ?

Q & ACategory: Time SeriesFor the XOM stock close prices time series perform a stationarity test using ADF. What is the value of the ADF statistic ?
Admin Staff asked 3 years ago

For the XOM stock close prices time series perform a stationarity test using ADF. What is the value of the ADF statistic ?

a) 0.81221
b) 0.65442
c) 0.72331
d) 0.913251

1 Answers
Admin Staff answered 3 years ago

d) 0.913251