- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 5. Time-Series Analysis
- Subject 4. Unit Roots for Time-Series Analysis
CFA Practice Question
The null hypothesis in the Dickey-Fuller test is that the time series has a unit root. What does rejecting this null hypothesis indicate?
A. The time series is stationary.
B. The time series is non-stationary.
C. The test is inconclusive.
D. The data has a linear trend.
Correct Answer: A
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