Search found 2 matches
- Thu Apr 21, 2016 1:55 pm
- Forum: Add-in Support
- Topic: rtadf
- Replies: 53
- Views: 143296
Re: rtadf
Dear Itamar, if I understand correctly, the "windows" of your test are moving from the left to the right of the considered time series. Phillips,Shi and Yu suggest in a later version of their paper that a rolling window from the right to the left might be better. I think that a "turna...
- Thu Apr 21, 2016 8:56 am
- Forum: Add-in Support
- Topic: rtadf
- Replies: 53
- Views: 143296
Re: rtadf
Dear Itamar,
first of all I want to thank you for this great Add-in! I would like to ask you If it is possible to conduct a backward GSADF test with this Add-in?
first of all I want to thank you for this great Add-in! I would like to ask you If it is possible to conduct a backward GSADF test with this Add-in?