In statistics , the Dickey—Fuller test tests the null hypothesis that a unit root is present in an autoregressive model. The alternative hypothesis is different depending on which version of the test is used, but is usually stationarity or trend-stationarity. It is named after the statisticians David Dickey and Wayne Fuller , who developed the test in A simple AR 1 model is. The model would be non-stationary in this case. Since the test is done over the residual term rather than raw data, it is not possible to use standard t-distribution to provide critical values.

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Dickey–Fuller test





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