Augmented Dickey-Fuller Test 是一种统计学的检测方法，用于检测一个有某种趋势的时间序列的平稳性。是一种重要的单根检测方法。
其初始假设null hypothesis是该序列不稳定，检测可以有两种途径，一是统计量小于特定拒绝域值；二是p-value大于相应域值。如果是，则拒绝假设，认为序列是稳定的。

A statistical test for checking stationarity.

• The null hypothesis is that the TimeSeries is non-stationary.
• The test results comprise of a Test Statistic and some Critical Values for different confidence levels.
• If the ‘Test Statistic’ is less than the ‘Critical Value’, we can reject the null hypothesis and say that the series is stationary.

A test for a unit root in a univariate process in the presence of serial correlation.

Null hypothesis is that there is a unit root.
If p_value is above a critical size, then we cannot reject that there is a unit root.