Dickey-Fuller test for Time Series Stationarity using Python
The Augmented Dickey Fuller Test (ADF) is unit root test for stationarity. It checks if your time series is stationary or not. A stationary time series is one whose statistical properties such as mean, variance, autocorrelation, are all constant over time. Such statistics are useful as descriptors of future behavior only if the series is stationary.
The hypotheses for the test: The null hypothesis for this test is that the time series is non-stationary. The alternate hypothesis for this test is that the time series is stationary.
In this video we aim to implement the ADF test from scratch.
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