Unit root test p-value in R

Question

I am using the adfTest function in R to calculate a unit root test.

adfTest(my_data)@test$p.value

gives me a p-value equal to: 0.638768201337864

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.

Is my interpretation correct or is it the other way around?

By the way, my sample is too small - only 10 observations. Could this be affecting the result?

Answer 1

In augmented Dickey–Fuller test (ADF) tests the null hypothesis that a unit root is present in a time series sample. Therefore, with p-value = 0.639 you cannot reject the null hypothesis that your time-series is non-stationary.

Nice reference for R users