unit root test ADF with a random walk with drift
Posted: 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
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