SSRNEconometrics & Forecasting
Time Series Stationarity Testing
The article emphasizes the importance of the DickeyFuller Test and Augmented DickeyFuller ADF Test in confirming time series stationarity, crucial in actuarial science, quantitative finance, and machine learning.
Featured in No. 101 on 11 Jun 2025 · 1 day after release
- Released
- 10 Jun 2025
- First featured
- No. 101 · 11 Jun 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5287311
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).