Need help for Augmented dickey fuller test
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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
2011 年 8 月 8 日
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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2011 年 8 月 8 日
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