Hi
what command line does one type if one wants to do a unit root test for series that has a random walk with drift estimating with a ADF,much the same way as there is @trend built in functionality for a trend stionary series?
regards
biggi
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- Thu Jun 23, 2011 1:26 pm
- Forum: Econometric Discussions
- Topic: unit root test ADF with a random walk with drift
- Replies: 0
- Views: 1754