This package performs Hansen's (1995) CovariateAugmented DickeyFuller (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 pvalues 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  20140108 13:19:38 
Maintainer  Claudio Lupi <lupi@unimol.it> 
License  GPL (>= 2) 
Version  0.32 
URL  http://www.jstatsoft.org/v32/i02 
Package repository  View on CRAN 
Installation  Install the latest version of this package by entering the following in R:

All man pages Function index File listing
Man pages  

CADFpvalues: pvalues of the CADF test for unit roots  
CADFtest: Hansen's CovariateAugmented Dickey Fuller (CADF) test for...  
CADFtestinternal: Internal CADF test functions  
coeffs_ct: Tables of coefficients to compute pvalues  
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 
Functions  

CADFpvalues  Man page Source code 
CADFtest  Man page Source code 
CADFtest.default  Man page Source code 
CADFtest.formula  Man page Source code 
bread.mlm  Man page Source code 
coeffs_c  Man page 
coeffs_ct  Man page 
coeffs_nc  Man page 
estfun.mlm  Man page Source code 
estmodel  Source code 
plot.CADFtest  Man page Source code 
print.CADFtestsummary  Source code 
residuals.CADFtest  Man page Source code 
summary.CADFtest  Man page Source code 
update.CADFtest  Man page Source code 
Files  

inst
 
inst/CITATION
 
inst/doc
 
inst/doc/CADFtest.Rnw
 
inst/doc/CADFtest.R  
inst/doc/CADFtest.pdf
 
inst/doc/CADFtest.bib
 
NAMESPACE
 
NEWS
 
data
 
data/coeffs_ct.rda
 
data/coeffs_c.rda
 
data/coeffs_nc.rda
 
R
 
R/bread.mlm.R  
R/CADFtest.R  
R/summary.CADFtest.R  
R/print.CADFtestsummary.R  
R/update.CADFtest.R  
R/estfun.mlm.R  
R/CADFtest.default.R  
R/plot.CADFtest.R  
R/CADFtest.formula.R  
R/CADFpvalues.R  
R/residuals.CADFtest.R  
vignettes
 
vignettes/CADFtest.Rnw
 
vignettes/CADFtest.bib
 
MD5
 
build
 
build/vignette.rds
 
DESCRIPTION
 
man
 
man/coeffs_ct.Rd  
man/CADFpvalues.Rd  
man/residuals.CADFtest.Rd  
man/summary.CADFtest.Rd  
man/CADFtest.Rd  
man/CADFtestinternal.Rd  
man/plot.CADFtest.Rd  
man/update.CADFtest.Rd 
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