Augmented Dickey Fuller ADF Test for Stock Price and Simple Returns Time Series
3:43
YouTubeTertiary Courses
Augmented Dickey Fuller ADF Test for Stock Price and Simple Returns Time Series
This bitesize video tutorial will show how to use Augmented Dickey Fuller ADF test to determine the stationarity of a time series. We will use the stock price as example. We will compare the stationarity of stock price and and simple returns time series. The code can be downloaded below https://github.com/tertiarycourses/Tertiary-Courses-Repo ...
929 viewsJun 25, 2022
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