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Need help for Augmented dickey fuller test

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Arun Maari Rajha K V
Arun Maari Rajha K V on 8 Aug 2011
I need a help in finding the constants to be added and the seasonal dummies in the augmented dickey fuller test.
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Oleg Komarov
Oleg Komarov on 8 Aug 2011
I suspect your question is purely of econometric nature since MATLAB's adftest doesn't allow to include seasonal dummies. You can deseasonalize the series and test the residuals with adftest.

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