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#98 Machine Learning & Data Science Challenge 98

Published
1 min read
#98 Machine Learning & Data Science Challenge 98
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Greetings.

I am a machine learning engineer based in India, possessing a sustained interest in machine learning since my undergraduate studies. I have completed Stanford University's machine learning course (Andrew Ng) via Coursera, and IBM's machine learning and deep learning curriculum. My current focus is on machine learning and data science projects, aiming to leverage my expertise for impactful, real-world problem-solving.

What is the Augmented Dickey-Fuller Test?

The Dickey-Fuller test:

  • It is one of the most popular statistical tests. It is used to determine the presence of unit roots in a series and hence helps us to understand if the series is stationary or not.

The null and alternate hypothesis for this test is:

  1. Null Hypothesis: The series has a unit root (value of a =1)

  2. Alternate Hypothesis: The series has no unit root.

  • If we fail to reject the null hypothesis, we can say that the series is non-stationary.

  • This means that the series can be linear or difference stationary.

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