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- Sat Dec 05, 2009 9:58 pm
- Forum: Programming
- Topic: How to simulate the Augmented Dickey-Fuller Test
- Replies: 0
- Views: 3148
How to simulate the Augmented Dickey-Fuller Test
How to simulate the Augmented Dickey-Fuller Test. I would like to know how to simulate the DF test for unit roots. For now, I want to ascertain whether the following languages are right or not. --- 'Create an "undated" workfile, 10,000 observations. new workfile UR u 10000 'Create a non-s...