Unit root testing strategy: This easy to use code do the ADF test including trend/drift if needed скачать в хорошем качестве

Unit root testing strategy: This easy to use code do the ADF test including trend/drift if needed

Hello, If you know Spanish you can watch a version of this video here    • Estrategia para el test de raíz unitaria d...   If you don't know how to determine when you need a trend or an intercept in your unit root test, this video shows you how to use an R code that implements the Elder and Kennedy (2001) approach to a whole database. Post where you can download the code and you can read more about the code and the Elder and Kennedy (2001) strategy http://www.reynaldosenra.com/choosing... Elder and Kennedy (2001) http://www.tandfonline.com/doi/abs/10... Post about the correction for autocorrelation in the ADF test http://www.reynaldosenra.com/395-2/ Video about the correction for autocorrelation in the ADF test    • Видео   If there is any comment, correction, or question; feel free to reach me in Twitter (@ReynaldoSenra) as very probably you will get a very fast response. Spanish or English is ok.