Is the the test result valid, if there are the warning: "Test statistic #1 below tabulated critical values"
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If I make an ADF test to a time series, there appears often the warning:
minimum p-value = 0.001 reported.
> In adftest>getPValue at 1136
In adftest>getStat at 1097
In adftest at 422
In ADF_allStocks at 46
The result for h is 1 and for p 0.001. There are other situtions with this warning: if I make a KPSS test (then of course it's the maximum p-value with the same time series) or the Jarque-Bera test.
Are the test results valid if these warnings appear?
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