In the given AR(1) model, y_t = + yt -₁, t = 1,2…… , the Dickey-Fuller distribution refers to the: A)asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B)asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the ² statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0.

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The Dickey-Fuller distribution refers to the asymptotic distribution of the t statistic under the hypothesis that the autoregressive coefficient (11eab06d_253b_52af_beed_953a79efe3bb_TB2133_11) equals 1. This is equivalent to testing the presence of a unit root in the AR(1) model. In the given model: y_t = 11eab06d_253b_eef4_beed_fda9804bb9a7_TB2133_11 + 11eab06d_253b_eef5_beed_5ff57f098aff_TB2133_11 yt -₁, t = 1,2…… , the Dickey-Fuller distribution refers to the asymptotic distribution of the t statistic under the hypothesis 11eab06d_253c_1606_beed_7dadabd9e03c_TB2133_11 - 1 = 0.

In the Given AR(1) Model, Yt =

In the Given AR(1) Model, Y_t =