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Date: 2025-01-06 05:24:08
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Here (on page 3) you can find a better explanation, is from the STATA package but clears it out for the ADFuller Python package too: link

The null hypothesis is always if your data follows the regression you selected. Given that you can have a constant and drift, there are four possible combinations. (no constant and no drift, constant and no drift - what you selected, no constant but drift, constant and drift).

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Posted by: Diego Lainfiesta