Augmented Dickey-Fuller (ADF) Test Explained with SAS + Interpretation
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Augmented Dickey-Fuller (ADF) Test Explained with SAS + Interpretation
In this video, we walk you through the Augmented Dickey-Fuller (ADF) Test using SAS to check for stationarity in time series data. We use a sample dataset of monthly sales and explain how to interpret the ADF test output as well as the trend and correlation plots including ACF, PACF, and IACF. Chapters 00:13 - What is ADF test 01:03 ...
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