contents.m

计量工具箱

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%              acf : Estimate the coefficients of the autocorrelation 
%              adf : carry out DF tests on a time-series vector
%            adf_d : demonstrate the use of adf()
%            c_sja : find critical values for Johansen maximum eigenvalue statistic
%            c_sjt : find critical values for Johansen trace statistic
%             cadf : compute augmented Dickey-Fuller statistic for residuals
%           cadf_d : demonstrate the use of cadf()
%          crthegy : return critical values for the statistics used in 
%          detrend : detrend a matrix y of time-series using regression
%             hegy : performs the Hylleberg, Engle, Granger and Yoo(1990)
%           hegy_d owig program use the data from UK National Statistics
%         johansen : perform Johansen cointegration tests
%       johansen_d : demonstrate the use of johansen()
%        make_html : makes HTML verion of contents.m files for the Econometrics Toolbox
%         phillips : compute Phillips-Perron test of the unit-root hypothesis
%       phillips_d : demonstrate the use of phillips()
%        prt_coint : Prints output from co-integration tests
%           ptrend : produce an explanatory variables matrix
%          rztcrit : return critical values for the Zt statistic used in cadf()
%           ztcrit : return critical values for the Zt statistic used in adf()