Dickey fuller test with time trend

[davidderosa]

Mr. Lambert -- these videos of yours are really a great resource for students learning time series analysis. Great Job!

[Gregs]

I really wish I'd seen your videos at the start of my degree. Thanks so much.

[UCKszbcV]

Thanks for the video Ben!. If we have a time series (ts) that rejects the null of the ADF test with trend, but fails to reject ADF test with constant, or without constant, can we say that this ts is I(0) and has no unit root?

[hadadvitor]

Great timing for me, Ben. Please keep 'em coming! :)

[hongsheny]

I understand `-ve` means a negative value, but how does it abbreviates to `ve`?

[chrislam]

would you also show explicitly the DF table with time trend please?, as there are several video that you mention about there is a more rigorous DF table, I would like to know what does it actually look like, Thanks.

[franziskakatharina]

How to calculate delta hat? It would save my life if you can explain this please!

[stanislavasimeonova]

Just a quick question. Why adding a time trend implies that y_t is quadratic in t? Many thanks 

[zenapsgas]

But how do we estimate sigma? How do we find the t-static?

[cmfrtblynmb]

This is the only one I did not understand well in all your videos. Why do we add a time trend to difference? What if I don't want to test a quadratic random walk time series?