Transcription of dfuller — Augmented Dickey–Fuller unit-root test
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dfuller — Augmented Dickey–Fuller unit-root test
Augmented dickey fuller unit - root testSyntaxMenuDescriptionOptionsRemarks and examplesStored resultsMethods and formulasReferencesAlso seeSyntaxdfullervarname[if] [in] [,options]optionsDescriptionMainnoconsta ntsuppress constant term in regressiontrendinclude trend term in regressiondriftinclude drift term in regressionregressdisplay regression tablelags(#)include#lagged differencesYou musttssetyour data before usingdfuller; see [TS] contain time-series operators; see[U] Time-series >Time series> tests > Augmented dickey - fuller unit - root testDescriptiondfullerperforms the Augmented dickey fuller test that a variable follows a unit - root null hypothesis is that the variable contains a unit root , and the alternative is that the variablewas generated by a stationary process.
The null hypothesis is that the variable contains a unit root, and the alternative is that the variable was generated by a stationary process. You may optionally exclude the constant, include a trend term, ... [TS] pperron — Phillips–Perron unit-root test …
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