search for: summaryadf

...y were to explain to me why this happens and how I can correct it/ estimate what I want in a different way that will not invoke this error. P.S. the function works fine if the adf.test on each column of the dataset is calculated, that is, without the rolling window for each column: summaryadf <- sapply(1:ncol(EUROPEDATA),function(i,my.data) { tt <- adf.test(na.omit(my.data[,i])) return(tt$p.value) },my.data=EUROPEDATA) Please note that the same error is generated with the pp.test function of the tseries package Thanks in advance, Spyros ----------------...