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Some readers have asked whether there is an Excel version of the ADF test for cointegration (mentioned in articles here or here.) You can download one such package here (Hat tip: Bruce H.).
And as always, you can download the Matlab version from spatial-econometrics.com.
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1 comments:
I´m a beginner at the subject and I´ve downloaded that ADF spreadsheet to test a few stocks for cointegration.
I have the closing price series for these stocks and I would like to know what kind of series I need to enter at that spreadsheet for the ADF-test.
thank you
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