Unit root test with explosive alternative

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Maria445
Maria445 2019년 4월 4일
편집: Maria445 2019년 4월 4일
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.

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