The Dickey-Fuller test checks stationarity of a time series.
Null hypothesis H0: g = 0 (there is a unit root, the series is non-stationary).
Alternative hypothesis: H1: g < 0 (no unit root, the series is stationary).
Reject H0 at N percent (N=1%, 5%, 10%) significance level if
See also:
Library of Methods and Models | IMsDFTestSettings