(Enable Analysis ToolPak:) Augmented Dickey-Fuller (ADF) Test

[BENGUNN01]

I am working with Google Sheets. I want to enable Analysis ToolPak, to carry out the "Augmented Dickey-Fuller (ADF) Test": for data stationarity. To allow it to, I took these steps: Enable Analysis ToolPak: Go to "File" -> "Options" -> "Add-ins" -> "Analysis ToolPak" -> "Go".

On my Google Sheets homepage, "File" did not show "Options" -> "Add-ins" -> "Analysis ToolPak" -> "Go".

On the Excel Sheet homepage, I have Add-ins, which I used to enable OFFICE AD-INS, XLMiner Analysis Toolpak which contains 20 functions but does not contain the =ADTEST(B2:B34) function that I need.

Please help me find the solution.

Thank you.

[marc_aguilar]

Hello,

I am not statistician but I have been looking around your situation. I checked the Add-ON `XLMiner Analysis ToolPak` in Google Sheets but it does not contain the ADF test.

If you have to run it in Google Sheets, maybe you could do it manually, by preparing your data and performing a regression:

• Column A: Original data.
• Column B: First differences (Yt−Yt−1​).
• Column C: Lagged values (Yt−1​).
• Column D: Additional lags if necessary --> I did "Differed lagged which is ColBt - ColBt-1. Just read it gives more robustness to the test.
• Use LINEST() to run the regression
  • Dependent: First differences
  • Independent: Lagged values,Differed lagged
  • [calculate_b], [verbose] == TRUE
• Get the T-Statistic by dividing the slope/ standard error for slope
• Compare with Critical table values of the test

Again, I am not a professional in this field but I hope it has brought you some help.

Best,