Augmented Dickey Fuller tests

This video explains what is meant by an Augmented Dickey Fuller test as a test for a unit root in a more complicated AR(p) process. Check out ben-lambert.co... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.co... Accompanying this series, there will be a book: www.amazon.co....