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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 the procedure illustrated in Lupi (2009).
Package details 


Author  Claudio Lupi 
Date of publication  20170602 17:10:31 UTC 
Maintainer  Claudio Lupi <[email protected]> 
License  GPL (>= 2) 
Version  0.33 
URL  http://www.jstatsoft.org/v32/i02 
Package repository  View on CRAN 
Installation 
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