Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:alternativeTo |
time series is stationary
|
| gptkbp:appliesTo |
autoregressive time series models
|
| gptkbp:category |
time series analysis
|
| gptkbp:field |
statistics
econometrics |
| https://www.w3.org/2000/01/rdf-schema#label |
Dickey–Fuller test
|
| gptkbp:introducedIn |
1979
|
| gptkbp:namedAfter |
David A. Dickey
Wayne A. Fuller |
| gptkbp:nullHypothesis |
time series has a unit root
|
| gptkbp:output |
p-value
test statistic |
| gptkbp:relatedTo |
Phillips–Perron test
Augmented Dickey–Fuller test |
| gptkbp:testsHypothesis |
presence of a unit root
|
| gptkbp:usedFor |
testing for unit roots in time series
|
| gptkbp:bfsParent |
gptkb:David_Dickey
|
| gptkbp:bfsLayer |
7
|