Unit root test with explosive alternative

3 Ansichten (letzte 30 Tage)
Maria445
Maria445 am 4 Apr. 2019
Bearbeitet: Maria445 am 4 Apr. 2019
I would like to conduct an Augmented Dickey Fuller test, although I would like to test the unit root hypothesis against the explosive process alternative hp (), not the autoregressive one ().
Is this possible in Matlab? I don't see the option in the adftest function.

Melden Sie sich an, um diese Frage zu beantworten.

Antworten (0)

Kategorien

Mehr zu Hypothesis Tests finden Sie in Help Center und File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by