ADF单位根检验engel-granger test

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ADF单位根检验engel-granger test用matlab做的

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The Engel-Granger test, also known as the ADF unit root test, is a statistical method for testing the presence of a unit root in a time series dataset. This is a common technique used in econometrics to determine the stationarity of a time series and to assess its long-term trends and patterns. In MATLAB, the Engel-Granger test can be performed using a variety of functions and toolboxes, such as the Econometrics Toolbox. These tools allow for more extensive and detailed analysis of the data, such as examining the relationship between different variables and identifying potential outliers. By utilizing these techniques, researchers and analysts can gain a deeper understanding of the underlying dynamics and patterns of the data, leading to more accurate and insightful conclusions.