My time series data has seasonality and trend both. Could anyone please let me know which stationarity test is more appropriate? - Dickey Fuller unit root test with drift or Dickey Fuller unit root test with trend? Not sure if I can/should use both.enter image description here

  • $\begingroup$ How are these tests different? Do they test different models for unit roots? $\endgroup$ – Michael Chernick Apr 20 '17 at 8:30
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    $\begingroup$ My understanding based on what I read on these topics is that, the test with drift takes into consideration more than one lag and the one with trend takes into consideration time trend as well in addition to multiple lags. $\endgroup$ – user157930 Apr 20 '17 at 8:41

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