Possibilities | Process under H0 | Regression restrictions | dfuller option |
1 | Random walk without drift | α = 0 ∂ = 0 | noconstant |
2 | Random walk without drift | ∂ = 0 | default |
3 | Random walk with drift | ∂ = 0 | drift |
4 | Random walk with or without drift | none | trend |