Research Article
Forecasting Performance of Lumber Futures Prices
Table 2
Augmented Dickey-Fuller test results.
| Variable | Augmented Dickey-Fuller test statistic | MacKinnon’s |
| | | 0.0319 | | | 0.0206 | | | 0.0626 | | | 0.0226 | | | 0.0159 | | | 0.0000 | | | 0.0001 | | | 0.0005 | | | 0.0007 | | | 0.0000 | | | 0.0000 | | | 0.0000 | | | 0.0004 |
|
|
hypothesis: series are stationary.
|