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Thread: When to use Augmented Dickey Fuller test vs Dickey Fuller Test - Time series

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    When to use Augmented Dickey Fuller test vs Dickey Fuller Test - Time series




    Checking a variable for I(1) process, when should i use a ADF vs DF test?

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    Re: When to use Augmented Dickey Fuller test vs Dickey Fuller Test - Time series


    I heard a little bird sing: We use an ADF test when we have a lag dependent vairable and a DF test when we haven't

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