ADF ( 1 ) Augmented Dickey Fuller Test . ADF. 시계열 정상성 평가 수단 Augmented Dickey Fuller Test - 시계열 데이터에 unit root 존재 확인수단, 시계열의 stationary(정상성) 정도 정량화 수단 위키 : https://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test Augmented Dickey–Fuller test - Wikipedia In statistics and econometrics, an augmented Dickey–Fuller test (ADF) tests the null hypothesis that a unit root is present in a time series sample. The alternative hypothesis is different depend.. 2020. 6. 19. 이전 1 다음