residuals with trend or not?

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thefan
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Joined: Fri Apr 17, 2009 12:11 pm

residuals with trend or not?

Postby thefan » Tue Apr 21, 2009 6:49 am

when testing stationarity of the residuals in Engle Granger how does one give the command? none or intercept or intercept and trend? which should be the correct command?
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