time series unit root test matlab

four type of models    

1 trend stationary   ( )*(t)  以时间t为方程

2 difference stationary 

3 stationary AR(1)

4 heteroscedastic random wald

 

augumented dicky-fuller test

 

posted @ 2021-01-20 19:47  samsara0614  阅读(76)  评论(0)    收藏  举报