# Augumented dickey fuller test

Alpha is the statistical significance of the test i. Biometrika 71 , — The general regression equation which incorporates a constant and a linear trend is used and the t-statistic for a first order autoregressive coefficient equals one is computed.

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Therefore this test statistic i. X is the univariate time series data one dimensional array of cells e.

Try our full-featured product free for 14 days. The general regression equation which incorporates a constant and a linear trend is used and the t-statistic for a first order autoregressive coefficient equals one is computed. The time series may include missing values e.

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The p-values are obtained through regression surface approximation from MacKinnon , but using the updated tables. Download Sites - NumXL.

If the computed statistic is outside the table of critical values, then a warning message is generated.