清空筛选条件
清空筛选条件

Need help for Augmented dickey fuller test

1 次查看（过去 30 天）
Arun Maari Rajha K V
I need a help in finding the constants to be added and the seasonal dummies in the augmented dickey fuller test.
  1 个评论
Oleg Komarov
Oleg Komarov 2011-8-8
I suspect your question is purely of econometric nature since MATLAB's adftest doesn't allow to include seasonal dummies. You can deseasonalize the series and test the residuals with adftest.

请先登录，再进行评论。

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Testing Frameworks 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by