Resampling procedure for weakly dependent stationary observations.
-
Updated
Oct 18, 2022 - MATLAB
Resampling procedure for weakly dependent stationary observations.
Matlab functions to test the stationarity of a random process
MATLAB implementation of the DF-GLS unit root test of Elliott, Rothenberg & Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t) for selecting the lagged terms in the underlying ADF regression.
Add a description, image, and links to the stationarity topic page so that developers can more easily learn about it.
To associate your repository with the stationarity topic, visit your repo's landing page and select "manage topics."