R help - Jun 2011 - Using ts and timeSeries

Hello. I have been working on a project which involves random number
generation and unit root test. After I generate the numbers (I am generating
stock returns using rnorm(1000,0,0.25),  I want to check if the series has a
unit root or not. But before I should modify the data to time series. My
question is which of the functions ts or timeSeries more appropriate to test
unit root using Augmented Dickey Fuller test?
Thank you.

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Please see the tsDyn package for implementing the Augmented Dickey
Fuller test.

Lexi

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of UnitRoot
Sent: Wednesday, June 15, 2011 9:06 AM
To: r-help at r-project.org
Subject: [R] Using ts and timeSeries

Hello. I have been working on a project which involves random number
generation and unit root test. After I generate the numbers (I am
generating stock returns using rnorm(1000,0,0.25),  I want to check if
the series has a unit root or not. But before I should modify the data
to time series. My question is which of the functions ts or timeSeries
more appropriate to test unit root using Augmented Dickey Fuller test?
Thank you.

--
View this message in context:
http://r.789695.n4.nabble.com/Using-ts-and-timeSeries-tp3598693p3598693.
html
Sent from the R help mailing list archive at Nabble.com.

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