In
statistics and
econometrics, an
augmented Dickey–Fuller test (ADF) is a test for a
unit root in a
time series sample. It is an augmented version of the
Dickey–Fuller test for a larger and more complicated set of time series models. The augmented Dickey–Fuller (ADF) statistic, used in the test, is a negative number. The more negative it is, the stronger the rejection of the hypothesis that there is a unit root at some level of confidence.