Dickey–Fuller test | Wikipedia audio article
Channel: wikipedia tts
Date: 2019-10-06

This is an audio version of the Wikipedia Article:
https://en.wikipedia.org/wiki/Dickey%E2%80%93Fuller_test


00:00:36 1 Explanation
00:02:07 2 Dealing with uncertainty about including the intercept and deterministic time trend terms
00:02:43 3 See also



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SUMMARY
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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 1979.