The Complete Guide to Time Series Models | Built In
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The Complete Guide to Time Series Models | Built In
The Dickey-Fuller test is a statistical test used to evaluate whether a time series is stationary or not. It evaluates the null hypothesis to determine if a unit root is present. If the equation returns p>0, then the process is not stationary. If p=0, then the process is considered stationary.
Aug 1, 2023
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