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tonymontanov

Augmented Dickey–Fuller test by Tonymontanov

tonymontanov Updated   
statistics Standard Deviation
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statistics standarddeviation
In statistics, the Dickey–Fuller test tests the null hypothesis that a unit root is present in an autoregressive (AR) time series model. The alternative hypothesis is different depending on which version of the test is used, but is usually stationarity or trend-stationarity. The test is named after the statisticians David Dickey and Wayne Fuller, who developed it in 1979.
Release Notes:
Some refactoring
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