[SciPy-user] Dickey-Fuller test

Alan G Isaac aisaac@american....
Tue Sep 25 09:45:09 CDT 2007


Nobody responded to my appeal for SciPy based or Python 
based unit root tests, so in case anyone cares, I cleaned up 
this Dickey-Fuller test (tested against EViews output):
http://econpy.googlecode.com/svn/trunk/pytrix/unitroot.py

Cheers,
Alan Isaac





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