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matlabunitroot

于 2013-01-08 发布 文件大小:5KB
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下载积分: 1 下载次数: 7

代码说明:

   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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