De-trending variables algorithm
This function uses as input a matrix whose column are different time series. Than it controls for each one if they are stationary or not, using an augmented Dickey-Fuller test for unit root. if the test fails and some variables follow a stationary trend, then the algorithm works on differences until the variable became stationary. Moreover there is a vector "counter", which says how many time the difference has been performed.
Differerencing is obtained by taking log-differences
Cita come
raffaele (2025). De-trending variables algorithm (https://it.mathworks.com/matlabcentral/fileexchange/52009-de-trending-variables-algorithm), MATLAB Central File Exchange. Recuperato .
Compatibilità della release di MATLAB
Compatibilità della piattaforma
Windows macOS LinuxCategorie
Tag
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Scopri Live Editor
Crea script con codice, output e testo formattato in un unico documento eseguibile.
| Versione | Pubblicato | Note della release | |
|---|---|---|---|
| 1.0.0.0 |
