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)