A comprehensive exploration of the Augmented Dickey-Fuller (ADF) test, used for detecting unit roots in time series data, its historical context, types, applications, mathematical formulas, examples, and related terms.
A comprehensive guide to the Dickey-Fuller test, its applications in econometrics, and its extension through the Augmented Dickey-Fuller (ADF) test.
A strongly stationary process is a stochastic process whose joint distribution is invariant under translation, implying certain statistical properties remain constant over time.
Weak stationarity, also known as covariance stationary process, is a fundamental concept in time series analysis where the mean, variance, and autocovariance structure remain constant over time.
