Dickey Fuller Test - SPUR ECONOMICS

ADF Test: Augmented Dickey Fuller Equation

The Augmented Dickey Fuller or ADF Test of stationarity is a unit root based test. It attempts to overcome the shortcomings of the original Dickey Fuller test. The Dickey Fuller…

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January 27, 2023

Econometrics / Time Series

Dickey Fuller Test of Stationarity

The Dickey Fuller Test is a unit root based test of stationarity. The unit root based tests focus on the coefficient associated with the first lag of the time series…

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January 26, 2023

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