Need help for Augmented dickey fuller test

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
Oleg Komarov 2011년 8월 8일
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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2011년 8월 8일

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