Need help for Augmented dickey fuller test
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I need a help in finding the constants to be added and the seasonal dummies in the augmented dickey fuller test.
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Oleg Komarov
am 8 Aug. 2011
I suspect your question is purely of econometric nature since MATLAB's adftest doesn't allow to include seasonal dummies. You can deseasonalize the series and test the residuals with adftest.
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am 8 Aug. 2011
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