Adfuller test python example

1. What does adfuller test do?
2. What is the difference between Dickey-Fuller test and augmented Dickey Fuller test?

What does adfuller test do?

ADF (Augmented Dickey-Fuller) test is a statistical significance test which means the test will give results in hypothesis tests with null and alternative hypotheses. As a result, we will have a p-value from which we will need to make inferences about the time series, whether it is stationary or not.

What is the difference between Dickey-Fuller test and augmented Dickey Fuller test?

The augmented Dickey-Fuller test is an extension of the standard Dickey-Fuller test, which also checks for both stationarity and non-stationarity in the time series. The main difference from the Dickey Fuller Test is that the Augmented Dickey Fuller test can also be applied on a large sized set of time series models.