[R] problem in adf command

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Fri Jan 19 10:44:20 CET 2007


>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
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