Q35 CFAI mock 2013 am;
When conducting the test for unit root; the significance of T in the table is the same as the P-value?
So if p value is greater than 0.05 we can reject to null hypothesis?
the lower the p (not the higher) the higher the chance to reject Ho.
specifically p-value < significance level to reject Ho.
p = 0 is best case
If p = 0 then you’re going to reject the null that g=0 - (meaning there is NOT a unit root)