Description Usage Arguments References Examples

Calculate the Augmented Dickey-Fuller Statistic with a fixed lag order .

1 | ```
ADF_FL(y, adflag = 0, mflag = 1)
``` |

`y` |
the time series to be used. |

`adflag` |
is the lag order. |

`mflag` |
1 for ADF with constant and whithout trend, 2 for ADF with constant and trend and 3 for ADF without constant and trend. |

Phillips, P.C. & Shi, S. & Yu, J. (2015a). "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500". *SSRN Electronic Journal*.

1 2 |

```
$`Augmented Dickey-Fuller Statistic`
[1] -1.927254
```

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