I am running an adf test on a time series using the null alternative of 'explosive'. I am receiving an odd error message that states the p-value is smaller than printed p-value. Why would it tell me that the p-value is smaller than 0.99? For all the other printed statements in your functions (kpss included) there will only be a warning message for "p-value greater than printed value {0.1}" or "p-value smaller than printed value {0.01}"
I have looked at the source code, but I did not see where there statements are printed from. Thank you for any clarification.
adf.test(rzsm_zoo_wk, alternative = 'explosive')
Output:
Augmented Dickey-Fuller Test
data: rzsm_zoo_wk
Dickey-Fuller = -8.7707, Lag order = 12, p-value = 0.99
alternative hypothesis: explosive
Warning message:
In adf.test(rzsm_zoo_wk, alternative = "explosive") :
p-value smaller than printed p-value
I am running an adf test on a time series using the null alternative of 'explosive'. I am receiving an odd error message that states the p-value is smaller than printed p-value. Why would it tell me that the p-value is smaller than 0.99? For all the other printed statements in your functions (kpss included) there will only be a warning message for "p-value greater than printed value {0.1}" or "p-value smaller than printed value {0.01}"
I have looked at the source code, but I did not see where there statements are printed from. Thank you for any clarification.
adf.test(rzsm_zoo_wk, alternative = 'explosive')
Output: Augmented Dickey-Fuller Test
data: rzsm_zoo_wk Dickey-Fuller = -8.7707, Lag order = 12, p-value = 0.99 alternative hypothesis: explosive
Warning message: In adf.test(rzsm_zoo_wk, alternative = "explosive") : p-value smaller than printed p-value