Re: [R] Dickey-Fuller Test

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Mon 23 May 2005 - 20:28:56 EST

On Mon, 23 May 2005 03:27:49 -0700 (PDT) Amir Safari wrote:

>
>
> Hi All ,
> Could you please tell using which library, Dickey-Fuller Test can be
> run? Thanks a lot

That depends: in which *library* have you installed the tseries *package*? (Look at the archives for the difference between libraries and packages.)

The augmented Dickey-Fuller test is available in tseries (and also in urca and uroot).
Z  

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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 Received on Mon May 23 20:47:15 2005

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