UNITROOT—Unit Root Testing
Posted: Mon Dec 30, 2024 9:29 am
UNITROOT.RPF has examples of unit root testing, including Dickey-Fuller (@DFUNIT), Phillips-Perron (@PPUNIT), Schmidt-Phillips (@SPUNIT), KPSS (@KPSS) and ERS (@ERSTEST). In practice, one would pick at most two of these tests, but for illustration, we include all of them.
Detailed Description
Detailed Description