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Deepika Gowtham
Deepika Gowtham

Reputation: 13

What is the meaning of "Warning message: In adf.test(dfrn) : p-value greater than printed p-value"?

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I am working on temperature data of 4 years.After differencing, I applied ADF test. what is the meaning of that warning??

Upvotes: 1

Views: 1704

Answers (1)

Roland
Roland

Reputation: 132736

The documentation in help("adf.test") says this:

The p-values are interpolated from Table 4.2, p. 103 of Banerjee et al. (1993). If the computed statistic is outside the table of critical values, then a warning message is generated.

The highest value in that table is p = 0.99. You get the warning, because for your data the p-value is larger. Usually, the information p > 0.99 should be sufficient for all practical purposes.

Upvotes: 5

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