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What Is the Difference Between the Dickey-Fuller Tests 1,2,and 3 ρ\rho

Question 6

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What is the difference between the Dickey-Fuller Tests 1,2,and 3?


A) they test for stationarity around zero,stationarity around a constant,and stationarity around a trend line,respectively
B) they test ρ\rho <1, ρ\rho >1,and ρ\rho =1,respectively
C) they use t, τ \tau ,and F tests,respectively
D) they test for integration of orders 1,2 and 3 respectively.

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