hegy
于 2020-06-23 发布
文件大小:10KB
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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)
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