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How to cite Augmented Dickey–Fuller test
Time series statistical tests
ugmented Dickey–Fuller test tests the null hypothesis that a unit root is present in a time series sample.
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@article{cheung1995lag,
title={Lag order and critical values of the augmented Dickey--Fuller test},
author={Cheung, Yin-Wong and Lai, Kon S},
journal={Journal of Business \& Economic Statistics},
volume={13},
number={3},
pages={277--280},
year={1995},
publisher={Taylor \& Francis Group}
}
title={Lag order and critical values of the augmented Dickey--Fuller test},
author={Cheung, Yin-Wong and Lai, Kon S},
journal={Journal of Business \& Economic Statistics},
volume={13},
number={3},
pages={277--280},
year={1995},
publisher={Taylor \& Francis Group}
}
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