ADF unit root process的用法和样例：
- ADF test was applied to test Shanghai Stock Index and its transaction volume. It was found that Shanghai Stock Index close value was a unit root process, the transaction volume was a trend stationary process and the market was efficient.
- ADF Unit Root Test on TARCH-SGED Error
- ADF Unit Root Test on Time Series with GJR-GARCH-skewt Error Term
- Functional Central Limit Theorem approximations and ADF Unit Root Test of Financial Time Series With GARCH-GED Error Term