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Unit root tests: the augmented Dickey-Fuller (ADF) tests and the Phillips-Perron test have been used to establish the order of integration of the series.
Thus, the Augmented Dickey-Fuller (ADF) test as expressed basing on the estimation of the model (1) is applied in this study.
Unit root tests, employing the augmented Dickey-Fuller (D-F) procedure, are performed on the levels of the time series, Ml, Q, 3-month T-bill rate, yields on 10-year T-note.
The augmented Dickey-Fuller (ADF) test was adopted to test if the series had unit root problems.
1998, Fractional Integration and the Augmented Dickey-Fuller Test, Economics Letters, 61: 269-272.
We begin by testing for the presence of unit roots in the individual time series of each model using the augmented Dickey-Fuller (ADF) test [Dickey and Fuller (1981); Said and Dickey (1984)], both with and without a deterministic trend.
8) To test for stationarity, augmented Dickey-Fuller tests were implemented.
An augmented Dickey-Fuller test (1981) was used to determine the existence of unit roots in the levels of the variables.