This package performs Hansen's (1995) Covariate-Augmented Dickey-Fuller (CADF) test. The only required argument is y, the Tx1 time series to be tested. If no stationary covariate X is passed to the procedure, then an ordinary ADF test is performed. The p-values of the test are computed using a procedure proposed in Costantini, Lupi and Popp (2007), illustrated in Lupi (2009).

Author | Claudio Lupi |

Date of publication | 2014-01-08 13:19:38 |

Maintainer | Claudio Lupi <lupi@unimol.it> |

License | GPL (>= 2) |

Version | 0.3-2 |

http://www.jstatsoft.org/v32/i02 |

**CADFpvalues:** p-values of the CADF test for unit roots

**CADFtest:** Hansen's Covariate-Augmented Dickey Fuller (CADF) test for...

**CADFtest-internal:** Internal CADF test functions

**coeffs_ct:** Tables of coefficients to compute p-values

**plot.CADFtest:** Function to plot CADFtest objects

**residuals.CADFtest:** Function to extract the residuals from CADFtest objects

**summary.CADFtest:** Function to print a summary of CADFtest objects

**update.CADFtest:** Function to update the formula of CADFtest objects

CADFtest

CADFtest/inst

CADFtest/inst/CITATION

CADFtest/inst/doc

CADFtest/inst/doc/CADFtest.Rnw

CADFtest/inst/doc/CADFtest.R

CADFtest/inst/doc/CADFtest.pdf

CADFtest/inst/doc/CADFtest.bib

CADFtest/NAMESPACE

CADFtest/NEWS

CADFtest/data

CADFtest/data/coeffs_ct.rda

CADFtest/data/coeffs_c.rda

CADFtest/data/coeffs_nc.rda

CADFtest/R

CADFtest/R/bread.mlm.R
CADFtest/R/CADFtest.R
CADFtest/R/summary.CADFtest.R
CADFtest/R/print.CADFtestsummary.R
CADFtest/R/update.CADFtest.R
CADFtest/R/estfun.mlm.R
CADFtest/R/CADFtest.default.R
CADFtest/R/plot.CADFtest.R
CADFtest/R/CADFtest.formula.R
CADFtest/R/CADFpvalues.R
CADFtest/R/residuals.CADFtest.R
CADFtest/vignettes

CADFtest/vignettes/CADFtest.Rnw

CADFtest/vignettes/CADFtest.bib

CADFtest/MD5

CADFtest/build

CADFtest/build/vignette.rds

CADFtest/DESCRIPTION

CADFtest/man

CADFtest/man/coeffs_ct.Rd
CADFtest/man/CADFpvalues.Rd
CADFtest/man/residuals.CADFtest.Rd
CADFtest/man/summary.CADFtest.Rd
CADFtest/man/CADFtest.Rd
CADFtest/man/CADFtest-internal.Rd
CADFtest/man/plot.CADFtest.Rd
CADFtest/man/update.CADFtest.Rd
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