# To test if the data in a regression is not covariance stationary use…

…the Dickey Fuller test, where the null hypothesis is b1 – 1 = 0.

If the null hypothesis is not rejected the data has a unit root and is nonstationary.

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…the Dickey Fuller test, where the null hypothesis is b1 – 1 = 0.

If the null hypothesis is not rejected the data has a unit root and is nonstationary.

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