Search found 2 matches
- Sat May 08, 2021 8:57 am
- Forum: Program Repository
- Topic: How to use fracdiff EViews add-in to perform the fractional Dickey-Fuller test
- Replies: 1
- Views: 9160
- Sat May 08, 2021 8:54 am
- Forum: Program Repository
- Topic: How to use fracdiff EViews add-in to perform the fractional Dickey-Fuller test
- Replies: 1
- Views: 9160
How to use fracdiff EViews add-in to perform the fractional Dickey-Fuller test
' With EViews 9 'The objective of this program is to find the upper and the lower bound of the fractional integration parameter of an ARFIMA(0,d,0) 'by using a sequential standard dickey-Fuller test, based on the usuels tabulated values. 'This program is not flexible enough to use it in any situati...