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I need some real help on this, really stuck how are the coefficients for ur.ers(y, type = c("DF-GLS", "P-test"), model = c("constant", "trend"), lag.max = 0) The max lag is set at zero, so the regression should simply be Diff(zt) = a*z(t-1) where a is the value i'm trying to find and z(t)'s are the detrended values. but through performing