Description Usage Arguments Details Value Examples
View source: R/AugmentedDickeyFullerTest.R
ADF test is a unit-root test for determining whether the spread is cointegrated
1 | AugmentedDickeyFullerTest(y, type = "drift", lags = 1)
|
y |
Vector to be tested for a unit root. |
type |
Test type, either "none", "drift" or "trend". |
lags |
Number of lags for endogenous variable to be included. |
If type is set to "none" neither an intercept nor a trend is included in the test regression. If it is set to "drift" an intercept is added and if it is set to "trend" both an intercept and a trend is added.
A list
of ADF test results
1 2 3 4 | data(Raotbl3)
attach(Raotbl3)
lc.df <- AugmentedDickeyFullerTest(y=lc, lags=3, type='trend')
lc.df$res
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.