Hello,
I'm running some single time series using ITSA. Are pperron and swilk appropriate assumption tests to run on residuals after both newey-west and prais regression models using ITSA?
Thanks in advance,
Dom
I'm running some single time series using ITSA. Are pperron and swilk appropriate assumption tests to run on residuals after both newey-west and prais regression models using ITSA?
Thanks in advance,
Dom