What is the difference between the Dickey-Fuller Tests 1,2,and 3? A)they test for stationarity around zero,stationarity around a constant,and stationarity around a trend line,respectively B)they test $\rho$1,and $\rho$=1,respectively C)they use t, $ \tau $,and F tests,respectively D)they test for integration of orders 1,2 and 3 respectively.

Question

What is the difference between the Dickey-Fuller Tests 1,2,and 3?
A)they test for stationarity around zero,stationarity around a constant,and stationarity around a trend line,respectively
B)they test $\rho$<1,$\rho$>1,and $\rho$=1,respectively
C)they use t, $ \tau $,and F tests,respectively
D)they test for integration of orders 1,2 and 3 respectively.

Quizplus · Accepted Answer

The Dickey-Fuller tests 1, 2, and 3 test for stationarity around zero, stationarity around a constant, and stationarity around a trend line, respectively.

What Is the Difference Between the Dickey-Fuller Tests 1,2,and 3 ρ\rhoρ

What Is the Difference Between the Dickey-Fuller Tests 1,2,and 3 $\rho$