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.