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Augmented-Dickey-Fuller (ADF)-Test auf Einheitswurzel×ARIMA-Modell (Autoregressive Integrated Moving Average)×
FachgebietÖkonometrieÖkonometrie
FamilieRegression modelRegression model
Entstehungsjahr19792015
UrheberDavid A. Dickey & Wayne A. FullerBox & Jenkins (Box-Jenkins methodology)
TypUnit-root test for stationarityUnivariate time-series model
Wegweisende QuelleDickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431. DOI ↗Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
AliasnamenADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testiBox-Jenkins model, ARIMA(p,d,q), ARIMA Modeli
Verwandt45
ZusammenfassungThe Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).
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ScholarGateMethoden vergleichen: Augmented Dickey-Fuller Test · ARIMA. Abgerufen am 2026-06-15 von https://scholargate.app/de/compare