文件名称:UnitRootTest
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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)]- 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)]
ADF (Augmented Dickey-Fuller) and PP (Phillips-Perron)
also this function determine max lag for Y aoutomaticaly[Hayashi(2000)]- 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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