%% Conduct a Dickey-Fuller Test Without Augmentation
% Test a time series for a unit root using the default autoregression model without augmented difference terms.
% Load Canadian inflation rate data.

load Data_Canada
Y = DataTable.INF_C;

%
% Test the time series for a unit root.

h = adftest(Y)

% The result h = 0 indicates that this test fails to reject the null hypothesis of a unit root against the autoregressive alternative.
% Copyright 2015 The MathWorks, Inc.