[R] ur.df ADF Unit Root Test: what is the meaning of phi1 and phi2 test statistic?

2010-04-14 Thread Maximilian Rausch
Hello, I am using the ur.df function from the {arca} package to run the augmented Dickey-Fuller unit root test on several time series. However; I do not understand the econometric interpretation of the the "phi1" and "phi2" test-statisitc which are output if you choose a "trend" or "drift" model.

[R] plotting several yearly/monthly time series on the same plotting several yearly/monthly time series on the same graph

2008-10-01 Thread Maximilian Rausch
I have searched the forums but I am having trouble trying accomplish two specific plots. I am not sure if this is a very basic task but I am having a lot of trouble Here is my data frame: dateprod_daily price 1 2003-08-15 12050 4.83 2 2003-08-18 12050