Am 15.11.18 um 18:10 schrieb Allin Cottrell:
On Thu, 15 Nov 2018, Sven Schreiber wrote:
> Am 14.11.18 um 00:12 schrieb Allin Cottrell:
>
> There's one remaining glitch AFAICS for the case of no constant
> especially. The regular seasonal dummies have a non-zero mean (over
> time), so they implicitly introduce a constant (as you know). Thus if
> the user chooses no constant, centered seasonal dummies should be
> used. It's probably the best way to use centered dummies always.
>
> Plus the --seasonals option isn't honored apparently in the previous
> ADF tests when --nc is given [...]
OK, let's get this right! Now in git the seasonals are centered, and
they're included (if requested) even in the --nc case.
Great -- also in the standalone ADF tests?
thanks,
sven