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dfuller — Augmented Dickey–Fuller unit-root test

dfuller — Augmented Dickey–Fuller unit-root test

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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 …

  Tests, Unit, Fuller, Root, Augmented, Dickey, Unit roots, Augmented dickey fuller unit root test

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