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Results tagged with brownian-motion
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Brownian motion is the random motion of particles (eg atoms) that make up a gas. The math used to model Brownian motion is sometimes used in statistics to describe stochastic processes over time.
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How is the augmented Dickey–Fuller test (ADF) table of critical values calculated?
Could you please explain in simple terms how the table of critical values for the augmented Dickey–Fuller (ADF) test is created?
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