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MathGroup Archive 2003

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augmented Dickey-Fuller

  • To: mathgroup at smc.vnet.net
  • Subject: [mg39640] augmented Dickey-Fuller
  • From: burd at gmx.net (Oleg)
  • Date: Thu, 27 Feb 2003 00:27:39 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Dear Mathgroup,
does anybody knows a package with inplemenation of waugmented Dickey-Fuller?
Time Series doesn't seem to contain it.


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