One of the most basic and useful of the time series models is the order 1 (1 lag) autoregressive model, denoted AR(1) and given by Y t − μ = ρ( Y t−1 − μ) + e t where Y t is the observation at time t, μ is the long run mean of the time series and e t is an independent sequence of random variables. We use this venerable model to illustrate the Dickey-Fuller test then mention that the results extend to a broader collection of models.