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
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…
The Random Walk Model is an example of a non-stationary time series. This model is often used to discuss and illustrate the concepts of stationarity, unit root process and order…
A time series is said to be stationary if its characteristics do not change with time. A stationary time series can be identified as strictly stationary or weak stationary. Strict…