Dickey–Fuller test

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Class

Invention

Domain

Science and technology

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1

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What Wikipedia says

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 hypothesis is different depending on which version of the test is used, but is usually stationarity or trend-stationarity.

Excerpt from the Wikipedia article “Dickey–Fuller test”, under the CC BY-SA 4.0 license. Read the article on Wikipedia