Cross Validated Asked by adrCoder on March 13, 2021
I am reading the following page:
I have a question:
Is every row in Output 7.8.2 a separate model? And I need to look at the row which corresponds to the model with the lags that were produced by the PACF/ACF plots?
I am reading from here https://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test
that the Augmented Dickey Fuller test is interested in the gamma coefficient. So each of the rows in 7.8.2 is a separate model for which the gamma is examined?
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