Hi, I'd like to use the HEGY test from the uroot package (s. attachment) and get the following error message: error in dimnames(Mypi)[[2]] <- paste("Ypi", 1:s, sep = "") : Object 'Mypi' not found For the air passenger example on http://127.0.0.1:11997/library/uroot/html/HEGY.test.html it works, but for my time series it doesn't (giving names to the columns and rows did not help either...). Thanks for your help. Jessica