Stationarity of data- ERS unit root or ADF test

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pratibha kushwah

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May 15, 2023, 11:01:36 AM5/15/23
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Hi members

In one paper, the author used the ERS unit root test to check the stationarity of the data and used the percentage change method to make the series stationary. Can I use the ADF test to check the stationarity in place of the ERS root test and apply the same percentage change method to make the series stationary?

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Pratibha

Miklesh Yadav

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May 29, 2023, 5:06:23 AM5/29/23
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Yes you may apply ADF test. It is not necessary that percentage change method is required to convert, it can be done simply making the series differenced. 

Regards

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