ADF (aprox)
- Created by
- Renato Passos, Eng. de Software
- Reviewed by
- Renato Passos, Eng. de Software
Last updated: Apr 18, 2026
About this calculator
The Dickey-Fuller Aprox calculator is a useful tool for analyzing time series and determining if they are stationary or not. It uses the Dickey-Fuller Aprox formula, a variation of the original Dickey-Fuller formula, to calculate the statistical test value.
This calculator is designed for cases where you need to determine if a time series is stationary or not. This is particularly useful in trend and pattern analysis of temporal data. Note that the significance level is -2.86, meaning that if the statistical test value is below this level, the series may be considered stationary.
Before using this calculator, it's essential to understand that it assumes mean stationarity and homoscedasticity of the data. Also, be careful when choosing the time period and data frequency, as these choices can affect the statistical test result.
Frequently asked questions
What is the Dickey-Fuller Aprox formula?
The Dickey-Fuller Aprox formula is a variation of the original Dickey-Fuller formula, used to calculate the statistical test value in time series.
When should I use this calculator?
This calculator should be used when you need to determine if a time series is stationary or not, particularly in trend and pattern analysis of temporal data.
What is the significance level?
The significance level is -2.86, meaning that if the statistical test value is below this level, the series may be considered stationary.
How can I ensure that the data is mean stationary and homoscedastic?
Check if the data does not exhibit trend or seasonality, and also check if the variances of the residuals are constant.