Unit root test with explosive alternative

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Maria445
Maria445 2019 年 4 月 4 日
編集済み: Maria445 2019 年 4 月 4 日
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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