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ADF单位根检验engel-granger test用MATLAB做的-ADF unit root test engel-granger test done using MATLAB
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ADF单位根检验Granger Causality Test 用MATLAB做的-ADF unit root test Granger Causality Test using MATLAB to do
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Field: Economics Finance
One of the unit root tests known as Dickey Fuller Test is implemented in Matlab for Dynamic pannel Modeling and for seemingly unrelated regression of stock data.
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用于金融计量学上，对数据进行单位根检验，也可以用来作为金融计量学上协整关系检验的基础-Used in financial econometrics, the pairs of the data unit root test can also be used as a financial econometrics cointegration relationship on the basis of test
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关于单位根检测的matlab代码，有详细使用说明-Unit root test on the matlab code, detailed instructions
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matlab中用来作单位根检测的程序，内有使用说明-matlab in the unit root test used for the procedure, there are instructions
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面板单位根检验的matlab代码，基于最小绝对偏差估计的混合自助法的面板单位根检验方法，-panel unit root test matlab code， which is based on the LAD estimation and Hybrid bootstrap
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2 matlab files, combining to perform the Augmented Dickey-Fuller unit root test in Matlab.
Useful for detecting auto-correlations and check for stationarity in time series, check for spurious regression, etc.
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在MATLAB中检验数据的单位根，关于单位根检测的matlab代码(ADF assessment:(Unit root test on the matlab code, detailed instructions))
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利用matlab语言编写的一份上确界单位根检验（简称SADF检验）(An Upper Bound Unit Root Test (SADF Test) written in MATLAB)
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