ADF_FL | Augmented Dickey-Fuller Statistic |
ADF_IC | Augmented Dickey-Fuller Statistic by AIC or BIC |
badf | Backward Augmented Dickey-Fuller Sequence. |
bsadf | Critical values for backward SADF statistic sequence. |
DGP | Random walk. |
gsadf | Critical values for generalized sup ADF statistic sequence. |
sadf | Critical values for sup ADF statistic sequence. |
sadf_gsadf | Sup ADF and generalized sup ADF statistics for a time series. |
sp_data | S&P 500 data. |
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