Transcription of dfuller — Augmented Dickey–Fuller unit-root test - Stata
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dfuller — Augmented Dickey–Fuller unit-root test - Stata
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.
dfuller— Augmented Dickey–Fuller unit-root test 3 Deciding which case to use involves a combination of theory and visual inspection of the data.
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