Aug-17-2022, 01:59 PM
I need a reference. I am using statsmodels library. I need to know the difference between the Dickey-Fuller test and the augmented Dickey-Fuller test. I believe that the library statsmodels contains both of them. Where online is there an explanation. I am sure that there must be a explanation of statsmodels how each test is implemented in Python 3.9.
I have found small pieces about it on the web, but nothing with a complete explanation.
Any help appreciated.
Respectfully,
LZ
I have found small pieces about it on the web, but nothing with a complete explanation.
Any help appreciated.
Respectfully,
LZ