ディッキー–フラー検定
Enders, Walter (2010). Applied Econometric Time Series (Third ed.). New York: Wiley. pp. 206–215. ISBN 978-0470-50539-7
Hatanaka, Michio (1996). Time-Series-Based Econometrics: Unit Roots and Cointegration. New York: Oxford University Press. pp. 48–49. ISBN 0-19-877353-6. https://books.google.com/books?id=ZQsaRNl5J60C&pg=PA48