Timeline for Rationale of Augmented Dickey Fuller Test on lag difference
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| Aug 27, 2019 at 4:26 | comment | added | mlofton | Hi: Unless you want to re-invent the wheel, there are usually functions that have been written to call it but the particulars depend on the econometrics software-you are using. I'm only familar with R, so, If you are using R, then there's an ADF function in tseries package and one in the vars package if my memory serves me correctly. . | |
| Aug 25, 2019 at 22:46 | comment | added | Idonknow | Is it possible to shown y numerical example of using ADF test? I try googlijg online for examples but to no avail. | |
| Aug 25, 2019 at 14:50 | history | answered | mlofton | CC BY-SA 4.0 |