Definition: You are given a question on econometrics. Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. You are also given 4 answer options (associated with "A", "B", "C", "D"), out of which only one is correct. You need to answer the question by selecting the correct option. You should only answer with the choice letter, not the whole answer.
Input: The purpose of "augmenting" the Dickey-Fuller test regression is to
(A)Ensure that there is no heteroscedasticity in the test regression residuals. (B)Ensure that the test regression residuals are normally distributed (C)Ensure that there is no autocorrelation in the test regression residuals (D)Ensure that all of the non-stationarity is taken into account.

C