Need help for Augmented dickey fuller test
Show older comments
I need a help in finding the constants to be added and the seasonal dummies in the augmented dickey fuller test.
1 Comment
Oleg Komarov
on 8 Aug 2011
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.
Answers (0)
Categories
Find more on Econometrics Toolbox in Help Center and File Exchange
on 8 Aug 2011
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
