What does ADF stand for?

Augmented Dickey-Fuller (economics)

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Samples in periodicals archive:

Augmented Dickey-Fuller (ADF) Tests Under alternative hypothesis [absolute value of [[phi].

An empirical examination of international diversification benefits in ...

In order to test whether any of the time-series in our data were non-stationary, an augmented Dickey-Fuller test of whether a time-series has a unit root was performed.

The influence of economists on public attitudes toward government

The stationary of the return series is tested by employing Augmented Dickey-Fuller Test with intercept and trend at lag 5.

Econometric modeling of time-varying conditional hetroscedasticity ...

[FIGURE 5 & 6 OMITTED] The Appendix shows augmented Dickey-Fuller (ADF) tests for stationarity of an aggregated overall capitalization rate.

Deconstructing overall capitalization rates

11) Accordingly, to test for stationarity, the augmented Dickey-Fuller test was applied to the variables in percentage growth form; this is a one-tailed test of the null hypothesis that the time series is not stationary.

Consumer gasoline prices: an empirical investigation: a structural ...

Augmented Dickey-Fuller tests in Table 4 indicate that each first-differenced series is now mean stationary.

The polls: policy-specific presidential approval, part 2

For each of the bilateral and non-bilateral cases, augmented Dickey-Fuller (ADF) tests are used to determine whether stationarity exists in natural log (ln) levels or at some level of difference.

Bilateral Clearing and the Separation of Czechoslovakia: An Obviously ...

First, we conduct an augmented Dickey-Fuller test (Nelson and Plosser, 1982) by carrying out a unit root test based on the structure in (3): [DELTA][X.

Foreign direct investment and economic growth in Asia