Question: What is the Adjusted Dickey Fuller test for unit roots? Why do you conduct this test? What does it mean to reject the null hypothesis

What is the Adjusted Dickey Fuller test for unit roots? Why do you conduct this test? What does it mean to reject the null hypothesis with this test? 2. Can you use AICc or other information criterion to choose between an ARIMA model with O first differences and one with 1 first difference? Why or why not? If you can't use AICe to compare between these, what can you use instead?

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What is the Adjusted Dickey Fuller test for unit roots? Why do youconduct this test? What does it mean to reject the null hypothesis with this test

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