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2007 Oct 24
0
Different results in the unit root test. Why?
...st statistics. 2. Don't the Phillips-perron test based on the Dickey-Fuller distribution table? How the value being so negative (-9xx)? 3. What is truncation lag? Is it the same with lag terms? -- View this message in context: http://www.nabble.com/Different-results-in-the-unit-root-test.-Why--tf4684056.html#a13384769 Sent from the R help mailing list archive at Nabble.com.