Paper 39

Artificial Neural Network-ADF (ARNN-ADF) test (October 2019)

Source of data:

European Commission. (2019). “Eurostat”,

[accessed on 16 March 2019]

https://ec.europa.eu/eurostat/data/database

1. Data set (from Eurostat)

2. OxGauss Codes for ARNN-ADF test (k=1, p=0, q=1)

3. OxGauss Codes for ARNN-ADF test (k=2, p=1, q=1)

4. OxGauss Codes for ADF test, DF-GLS test and PP test

5. OxGauss Codes for FADF test, ADF-SB test and FADF-SB test

6. OxGauss Codes for critical values (bootstrap method) for ARNN-ADF test (k=1, p=0, q=1)

7. OxGauss Codes for critical values (bootstrap method) for ARNN-ADF test (k=2, p=1, q=1)