Selasa, 19 Januari 2010

Excel ADF test

Some readers have asked whether there is an Excel version of the ADF test for cointegration (mentioned in articles here or here.) You can download one such package here (Hat tip: Bruce H.).



And as always, you can download the Matlab version from spatial-econometrics.com.

Tidak ada komentar:

Posting Komentar

Applying Corrective AI to Daily Seasonal Forex Trading

  By Sergei Belov, Ernest Chan, Nahid Jetha, and Akshay Nautiyal     ABSTRACT We applied Corrective AI (Chan, 2022) to a trading model tha...