I would like to save the "drift" parameter of a Dickey-Fuller unit-root test, in order to export it with the help of "putexcel". With "drift parameter" I mean the regression constant of the estimated model.
As far as I see, it is not available under the "stored results" of "dfuller". It can however be displayed using the option "regress" in "dfuller". It is then displayed in a table and has the name "_cons". However "_cons" cannot be saved or exported.
Is there any possibility to save the "drift" parameter or would I have to manipulate the source code of "dfuller"?
Thanks for help!
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