Continuous improvement

The Augmented Dickey—Fuller (ADF) Test for Stationarity


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Welcome back to another episode of Continuous Improvement! I'm your host, Victor Leung, and today, we're diving into a crucial concept in statistical analysis and machine learning—stationarity, especially in the context of time series data. We'll explore what stationarity is, why it matters, and how we can test for it using the Augmented Dickey—Fuller (ADF) test. So, if you're dealing with financial data or any time series data, this episode is for you!

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Continuous improvementBy Victor Leung


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