What is the null hypothesis of the Dickey-Fuller Test 1?
A)the series is non-stationary over time
B)the series is stationary
C)the series is first order integrated
D)the series are cointegrated

Question

Quizplus · Accepted Answer

The null hypothesis of the Dickey-Fuller Test is that the series is non-stationary over time. If the test fails to reject the null hypothesis, it is concluded that the series is non-stationary and further analysis is required to determine if it can be transformed to a stationary series.

What Is the Null Hypothesis of the Dickey-Fuller Test 1