- Category:
- matlab
- Tags:
-
[Matlab]
[源码]
- File Size:
- 1kb
- Update:
- 2013-04-24
- Downloads:
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- Uploaded by:
- xox
Description: this function calculate unit root for vector Y by metods:
ADF (Augmented Dickey-Fuller) and PP (Phillips-Perron)
also this function determine max lag for Y aoutomaticaly[Hayashi(2000)]
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UnitRootTest.m
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