DF and ADF Stationarity Testing (TS E9)
13:29
YouTubeDimitri Bianco
DF and ADF Stationarity Testing (TS E9)
Stationarity testing is a crucial part of modeling any data by time. The Dickey-Fuller (DF) and Augmented Dickey-Fuller are some of the most common tests. In this video I cover the logic behind the testing and discuss why traditional statistics (t-tests) can't be used on their own. At the end of the video I use R to do some stationarity testing ...
10.4K viewsSep 1, 2019
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