Augmented Dickey-Fuller (ADF) Test Explained with SAS + Interpretation
Автор: Data analyst
Загружено: 2025-06-21
Просмотров: 1685
Описание:
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 - Assumptions
01:23 - Hypothesis
01:43 - Limitations
02:18 - Perform ADF test using SAS
03:32 - Interpretation
👉 Don’t forget to Like, Subscribe, and Comment if you want a follow-up video on differencing and ARIMA modeling!
📌 Hashtags:
#ADFTest #Stationarity #TimeSeriesAnalysis #SAS #SASTutorial #ARIMA #Autocorrelation #PACF #ACF #DickeyFullerTest #Econometrics #Forecasting #DataScience #TimeSeries #StatisticalAnalysis
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