Null Hypothesis: D(SERIES01) has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=7)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 3.389826 0.9995
Test critical values: 1% level -2.650145
5% level -1.953381
10% level -1.609798
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SERIES01,2)
Method: Least Squares
Date: 07/12/10 Time: 17:15
Sample (adjusted): 3 30
Included observations: 28 after adjustments
Coefficient Std. Error t-Statistic Prob.
D(SERIES01(-1)) 0.167700 0.049472 3.389826 0.0022
R-squared 0.166452 Mean dependent var 97.53571
Adjust