Unit root test with explosive alternative
    4 visualizaciones (últimos 30 días)
  
       Mostrar comentarios más antiguos
    
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 (
), not the autoregressive one ( ).
). 
 ), not the autoregressive one (
), not the autoregressive one ( ).
). Is this possible in Matlab? I don't see the option in the adftest function.
0 comentarios
Respuestas (0)
Ver también
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
