On Thu, 15 Nov 2018, Sven Schreiber wrote:
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?
Yessir.
A.