clear all;

npoints = 1000; % number of points


alpha = 0.2:0.2:5; % spread level
drift = 0:0.1:1; % random walk contribution

runs = 100;
adf_vec = zeros(runs,1);
adfMat = zeros(length(alpha), length(drift));
tic
for i=1:length(alpha)
   
    for j=1:length(drift)
        fprintf('Alpha: %2.2f drift: %2.2f ', alpha(i),drift(j));
        for k=1:runs
             y = semistat(npoints,alpha(i),drift(j));
            result = adf(y,0,1);
            adf_vec(k) = result.adf;
       end
       adfMat(i,j) = mean(adf_vec);
       fprintf(' adf: %2.2f \n', adfMat(i,j));
    end
    
end
toc
%% plot

imagesc(drift,alpha, adfMat); colorbar;
title('Dickey-fuller test test');
xlabel('drift');
ylabel('alpha');