Dickey–Fuller test
id:
dickey-fuller-test-197-8198080
title:
Dickey–Fuller test
text:
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. The test is named after the statisticians David Dickey and Wayne Fuller, who developed it in 1979.
brand slug:
wiki
category slug:
encyclopedia
description:
Time series statistical test
original url:
https://en.wikipedia.org/wiki/Dickey%E2%80%93Fuller_test
date created:
date modified:
2024-02-22T07:32:49Z
main entity:
{"identifier":"Q1209988","url":"https://www.wikidata.org/entity/Q1209988"}
image:
fields total:
13
integrity:
14