De-trending variables algorithm

function that make all time series stationary, and return number of differencing for each one

Sie verfolgen jetzt diese Einreichung

This function uses as input a matrix whose column are different time series. Than it controls for each one if they are stationary or not, using an augmented Dickey-Fuller test for unit root. if the test fails and some variables follow a stationary trend, then the algorithm works on differences until the variable became stationary. Moreover there is a vector "counter", which says how many time the difference has been performed.
Differerencing is obtained by taking log-differences

Zitieren als

raffaele (2026). De-trending variables algorithm (https://de.mathworks.com/matlabcentral/fileexchange/52009-de-trending-variables-algorithm), MATLAB Central File Exchange. Abgerufen .

Allgemeine Informationen

Kompatibilität der MATLAB-Version

  • Kompatibel mit allen Versionen

Plattform-Kompatibilität

  • Windows
  • macOS
  • Linux
Version Veröffentlicht Versionshinweise Action
1.0.0.0