The Augmented Dickey Fuller Test (ADF Test) is used to see if a given time series exhibits stationarity or not.
It’s a statistical significance test. So you run it and you get p-values.
how does it work
- ADF tests are a type of Unit Root Test
The Augmented Dickey Fuller Test (ADF Test) is used to see if a given time series exhibits stationarity or not.
It’s a statistical significance test. So you run it and you get p-values.