Unit root test with explosive alternative

4 vues (au cours des 30 derniers jours)
Maria445
Maria445 le 4 Avr 2019
Modifié(e) : Maria445 le 4 Avr 2019
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.

Réponses (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by