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Combining the Kwiatkowski-Phillips-Schmidt-Shin tests and augmented Dickey-Fuller test, we determined that both depression and unemployment were integrated of order 1 and first-order differencing applied to both variables. We then tested for significant autocorrelation in the first to third data lags. To avoid overfitting, the combination of the orders of the autoregressive and moving average components were set in the range from 0 to 3 and from 0 to 2, respectively.
J Med Internet Res 2025;27:e67156
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