Augmented Dickey-Fuller test

returns
a logical value with the rejection decision from conducting an augmented
Dickey-Fuller test for a unit root in a univariate time series, `h`

= adftest(`Y`

)`Y`

.

uses
additional options specified by one or more `h`

= adftest(`Y`

,`Name,Value`

)`Name,Value`

pair
arguments.

If any

`Name,Value`

argument is a vector, then all`Name,Value`

arguments specified must be vectors of equal length or length one.`adftest(Y,Name,Value)`

treats each element of a vector input as a separate test, and returns a vector of rejection decisions.If any

`Name,Value`

argument is a row vector, then`adftest(Y,Name,Value)`

returns a row vector.

`i10test`

| `kpsstest`

| `lmctest`

| `pptest`

| `vratiotest`

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