In statistics, the Dickey–Fuller test tests the null hypothesis that a unit root is present in an autoregressive (AR) time series model. The alternative...

In statistics, an augmented Dickey–Fuller test (ADF) tests the null hypothesis that a unit root is present in a time series sample. The alternative hypothesis...

hypothesis that a time series is integrated of order 1. It builds on the Dickey–Fuller test of the null hypothesis ρ = 1 {\displaystyle \rho =1} in Δ y t = (...

the test is to determine whether the stochastic component contains a unit root or is stationary. Other popular tests include: augmented Dickey–Fuller test...

Stock (ERS) in 1992 as a modification of the augmented Dickey–Fuller test (ADF). A unit root test determines whether a time series variable is non-stationary...

various tests to check for the existence of a unit root, some of them are given by: The Dickey–Fuller test (DF) or augmented Dickey–Fuller (ADF) tests Testing...

\beta } is known, we can test ut{\displaystyle u_{t}} for stationarity with an Augmented Dickey–Fuller test or Phillips–Perron test. If β{\displaystyle \beta...

KPSS-type tests are intended to complement unit root tests, such as the Dickey–Fuller tests. By testing both the unit root hypothesis and the stationarity...

plot with very slow decay. One can also utilize a Dickey-Fuller test or Augmented Dickey-Fuller test. Seasonality (or periodicity) can usually be assessed...

Asymptotic theory (statistics) Atkinson index Attack rate Augmented Dickey–Fuller test Aumann's agreement theorem Autocorrelation Autocorrelation plot –...