search for: adftest

Displaying 2 results from an estimated 2 matches for "adftest".

Did you mean: dftest
2006 May 05
2
extract p-value from urppTest
Dear List, How do I pick the p-value out of the urppTest result? For adfTest the p-value can be extracted by A2 at test$p.value following A2 <- adfTest(myData[,i], lags=2, type=c("c")) What do I do for urppTest? The above doesn't seem to work. There is a slot @test with $output, which is a list of various test results that didn't want to give aw...
2007 Jan 18
2
problem in adf command
this command is used in tseries adf.test(x, alternative = c("stationary", "explosive"), k = trunc((length(x)-1)^(1/3))) this command apply adf test on data given in x .here general equatiuon 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.