A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests

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 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.