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Augmented Dickey Fuller test (ADF) nghĩa là gì?

Augmented Dickey Fuller test (ADF) //
In statistics and econometrics, an augmented Dickey–Fuller test (ADF) tests the null hypothesis of a unit root is present in a time series sample. The alternative hypothesis is different depending on which version of the test is used, but is usually stationarity or trend-stationarity.
Kiểm định Dickey Fuller bổ sung.

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