Why is the dickey fuller test different from a simple t-test – stats.stackexchange.com

Why is the dickey fuller test different from a simple t-test – stats.stackexchange.com

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I am trying to understand why should there be different distribution for t-statistic, in case of AR model, Dickey-Fuller test For e.g. Say, the model is $Y_t = \beta_lY_{t-1} + \varepsilon_{t}$. ...

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