# The Dickey-Fuller Test

Learn about the most popular test to identify unit roots in your time series: the Dickey-Fuller test.

Now we know what integration is and why it might be a problem. The next question that we can ask ourselves is somehow evident: “How do we know if a series is actually integrated?” The answer: The Dickey-Fuller test!

## The standard Dickey-Fuller test

Remember our definition of random walk:

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