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