Dickey Fuller test for unit root

Dickey Fuller test for unit root

261.713 Lượt nghe
Dickey Fuller test for unit root
This video explains how the Dickey Fuller test can be used to test for the presence of a unit root in a series, and how this can be viewed a test for whether a series is non-stationary. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti