Augmented Dickey-Fuller Test
KS1206G6988HV0H2LK08
In statistics and econometrics, an augmented Dickey–Fuller test (ADF) tests the null hypothesis that a unit root is present in a time series sample. The alternative hypothesis is different depending on which version of the test is used, but is usually stationarity or trend-stationarity. It is an augmented version of the Dickey–Fuller test for a larger and more complicated set of time series models.
Read more on WikipediaHave feedback on this skill? Let us know.