Unit root test with explosive alternative
3 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
I would like to conduct an Augmented Dickey Fuller test, although I would like to test the unit root hypothesis against the explosive process alternative hp (
), not the autoregressive one (
).
Is this possible in Matlab? I don't see the option in the adftest function.
0 Commenti
Risposte (0)
Vedere anche
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!