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Augmented Dickey–Fuller test

In statistics, an augmented Dickey–Fuller test (ADF) tests the null hypothesis that a unit root is present in a time series sample. The alternative hypothesis depends 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…

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Explore the main themes, entities and connections around Augmented Dickey–Fuller test. Start with the topic map, then use the sections below for research and deeper semantic analysis.

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Overview

Testing procedure

Alternatives

Software implementations

Advanced semantic analysis

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Map overview Semantic statistics

Augmented Dickey–Fuller test

Nodes30
Edges29
Triples3
Avg. degree1.93
Density0.066667
Components1

How this topic connects Entity context

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Important terminology Word statistics

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Important terminology

test unit root hypothesis dickey displaystyle fuller null time negative statistic adf series augmented alternative level order gamma rejected tests

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
the Akaike information criterioninstance ofAn alternative approach is to examine information criteria0.80text
Bayesian information criterion or the Hannaninstance ofAn alternative approach is to examine information criteria0.80text
the Phillipsinstance ofAlternativesThere are alternative unit root tests0.80text

Related concept clusters Concept neighborhoods

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    Min side: 3
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