unit root test ADF with a random walk with drift

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biggi
Posts: 1
Joined: Mon Jun 20, 2011 2:23 pm

unit root test ADF with a random walk with drift

Postby biggi » Thu Jun 23, 2011 1:26 pm

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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