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- Tue Aug 04, 2015 12:59 am
- Forum: Programming
- Topic: Seasonal Unit root test
- Replies: 10
- Views: 17704
Re: Seasonal Unit root test
It is a bit late to reply after 6 years, but here might be the reason why your results are different from other programs. your Series Y8 = (@sqrt(3)/2)*( Y - Y(-1) + Y(-3) + Y(-4) - Y(-6) - Y(-7) + Y(-9) + Y(-10)) This Y should be a -y, because you let out the - sign from the sqrt(3)/2 There might b...