ADF critical values under the "const" option
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ADF critical values under the "const" option
Hi, It is my understanding that when one chooses the 'const" option with the adf unit root test, the associated critical values are for a random walk WITHOUT drift. In other words, the assumed DGP is a random walk without drift, but the estimated regression includes a constant term. Is there any way to get critical values for a null that assumes random walk WITH drift?
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