The Dickey-Fuller test is a statistical test for the presence of one or more unit roots within a given series generating process, thus, the test strives to answer the question, 'given the sample data available, is it possible that the true data generating process for y contains one or more unit roots?''.
- Type: DB SessionTeradata ConnectionConnection to a Teradata Database Instance
- Type: TableInputThis section outlines the syntax associated with invoking the TD_DICKEY_FULLER function. The function takes in a single logical-runtime series as an input. The series is only permitted to have univariate elements.