hegy
于 2020-06-23 发布
文件大小:10KB
0 197
下载积分: 1
下载次数: 1
代码说明：
function results = hegy(x,sig,det,alag,fid); % PURPOSE: performs the Hylleberg, Engle, Granger and Yoo(1990) % seasonal unit root test for quaterly time series, with % and without intercept, seasonal dummies, and/or trend. % Also reported are the extensions of the HEGY method by % Ghysels, Lee and Noh (1994)
下载说明：请别用迅雷下载，失败请重下，重下不扣分！
发表评论
