columna API reference - v0.4.0
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    Function adfTest

    • Augmented Dickey–Fuller test of H0: unit root. Δy_t = α + β t + γ y_{t-1} + Σ φ_i Δy_{t-i} + e

      Parameters

      • y: ArrayLike<number | null | undefined>
      • Optionaloptions: { lags?: number; regression?: "c" | "ct" | "n" }

      Returns UnitRootResult