Re: [R] problem in adf command

From: Pfaff, Bernhard Dr. <Bernhard_Pfaff_at_fra.invesco.com>
Date: Fri 19 Jan 2007 - 09:44:20 GMT

>that is, equation with constant and trend is used.if i did not include
>
>constant or trend in the equation and run the
>
>command then how i can run this command in tseries.
>
>
Dear Zahid,

you can employ ur.df() in package 'urca' or the wrapped functions from 'urca' contained in package 'fSeries', see ?ur.df and ?UnitrootTests for more information, respectively.

Best,
Bernhard



Confidentiality Note: The information contained in this mess...{{dropped}}

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri Jan 19 20:49:17 2007

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Fri 19 Jan 2007 - 10:30:26 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.