title: Unit root test p-value in R
body: <p>I am using the adfTest function in R to calculate a unit root test.</p>
  
  <pre><code>adfTest(my_data)@test$p.value
  </code></pre>
  
  <p>gives me a p-value equal to: 0.638768201337864</p>
  
  <p>Does that mean I can reject the null hypothesis which means my data are non-stationary? The p-value should have been less than 0.05 so that my data would be stationary in a 95% significance level.</p>
  
  <p>Is my interpretation correct or is it the other way around?</p>
  
  <p>By the way, my sample is too small - only 10 observations. Could this be affecting the result?</p>