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.