Unit root test with explosive alternative
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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 (
).
), not the autoregressive one (). Is this possible in Matlab? I don't see the option in the adftest function.
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도움말 센터 및 File Exchange에서 Hypothesis Tests에 대해 자세히 알아보기
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