[R] Dickey-Fuller Tests with no constant and no trend
jbrukh at gmail.com
Fri May 15 20:37:15 CEST 2009
R has a Dickey-Fuller Test implementation (adf.test) that tests for unit
roots in an autoregressive process with a constant and linear trend. Is
there a DF implementation that doesn't use the constant or trend?
View this message in context: http://www.nabble.com/Dickey-Fuller-Tests-with-no-constant-and-no-trend-tp23565210p23565210.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help