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- Mon Nov 12, 2012 1:28 pm
- Forum: Estimation
- Topic: ADF with a summation term
- Replies: 1
- Views: 1678
ADF with a summation term
Hi, I am trying to run an agumented dickey fuller (ADF) test on several equations that have a summation term in them. I have some data with the ADF already calculated, and I'm testing myself using this data. Every time I try to get the same results as the data I have, I get something different. The ...