Stationarity testing.
收藏Figshare2015-12-03 更新2026-04-29 收录
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Augmented Dickey-Fuller test (ADF) for a presence of unit root and KPSS test for stationarity are used. *, ** and *** stand for statistical significance at 10%, 5% and 1% levels, respectively. Number of lags for the tests is based on the Akaike Information Criterion (AIC) selection.
创建时间：
2015-12-03
