Unit root test with explosive alternative

2 次查看（过去 30 天）
Maria445
Maria445 2019-4-4
编辑： Maria445 2019-4-4
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.

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 Hypothesis Tests 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