In fact, I am not quite sure what I have done is correct.
I have created the 3 tables for dickey fulley test, estimated the equation and started to test the hypothesis in step2.
Search found 2 matches
- Mon Feb 20, 2012 9:39 am
- Forum: Programming
- Topic: program of a step by step procedure for unit root testing
- Replies: 2
- Views: 2223
- Mon Feb 20, 2012 7:13 am
- Forum: Programming
- Topic: program of a step by step procedure for unit root testing
- Replies: 2
- Views: 2223
program of a step by step procedure for unit root testing
hi everyone,
I am trying to work out a program of a step by step procedure for unit root testing (procedures proposed by Holden and Perman), but I have never succeeded in doing that.....
Could anyone help me?
Thanks a lot!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
I am trying to work out a program of a step by step procedure for unit root testing (procedures proposed by Holden and Perman), but I have never succeeded in doing that.....
Could anyone help me?
Thanks a lot!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!