Hi:
In addition, the sos package is useful when you need to search for a function:
# install.packages('sos')
library(sos)
findFn('augmented Dickey-Fuller')
The results are sent to a Web page - this search identified the
adf.test() in the tseries package and the ur.df() function in the urca
package as well as several other potentially relevant functions in
other packages.
HTH,
Dennis
On Fri, Jun 24, 2011 at 3:23 AM, Setlhare Lekgatlhamang
<[email protected]> wrote:
> Please see the tsDyn package for implementing the Augmented Dickey
> Fuller test.
>
> Lexi
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]]
> On Behalf Of UnitRoot
> Sent: Wednesday, June 15, 2011 9:06 AM
> To: [email protected]
> Subject: [R] Using ts and timeSeries
>
> Hello. I have been working on a project which involves random number
> generation and unit root test. After I generate the numbers (I am
> generating stock returns using rnorm(1000,0,0.25), I want to check if
> the series has a unit root or not. But before I should modify the data
> to time series. My question is which of the functions ts or timeSeries
> more appropriate to test unit root using Augmented Dickey Fuller test?
> Thank you.
>
> --
> View this message in context:
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> html
> Sent from the R help mailing list archive at Nabble.com.
>
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