Re: [R] ADF test

Hello, Try package tseries, function adf.test(). Hope this helps, Rui Barradas Em 08-10-2014 20:47, Midea Algaf escreveu: Hi I need to know how can I do dicky-fuller test in R Regards Mideast ‏‫من جهاز الـ iPad الخاص بي‬ [[alternative HTML version deleted]] _

[R] ADF test

Hi I need to know how can I do dicky-fuller test in R Regards Mideast ‏‫من جهاز الـ iPad الخاص بي‬ [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting

[R] ADF test

Hi all, I try to simulate an ADF test rolling on a window. The thing is that it seems I´m doing well...applying to al AR(1) model with unit root. I see in some econometrical papers that the t-stat maximum and minimum should have negative values on the quantiles 0,01 to 0,03 and in my case only

Re: [R] ADF test --time series

a) This looks like homework. The Posting Guide clearly indicates that this list is not for homework help. b) This is a statistics theory question that happens to use R, not an R question that happens to be about statistics. Also off-topic per the Posting Guide... there are other forums for stat

[R] ADF test --time series

Hi all, I was running the adf test in R. CODE 1: adf.test(data$LOSS) Augmented Dickey-Fuller Test data: data$LOSS Dickey-Fuller = -1.9864, Lag order = 2, p-value = 0.5775 alternative hypothesis: stationary CODE 2: adf.test(diff(diff(data$LOSS))) Augmented Dickey-Fuller Te

Re: [R] ADF test : how to deal with the missing values ?

On Jan 3, 2010, at 1:27 PM, Edouard Tallent wrote: hi everyone, and happy new year. i want to perform an Augmented Dickey Fuller test. the basic adf.test function ... from package? Yeah, I know I could look it up but it is considered good posting form to mention the package name.

[R] ADF test : how to deal with the missing values ?

hi everyone, and happy new year. i want to perform an Augmented Dickey Fuller test. the basic adf.test function doesn't work on my dataset as data are missing. has a package a function enabling missing values ? does any one know a trick to get through ? thanks, édouard. _

[R] ADF test : how to deal with the missing values ?

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Re: [R] ADF test

koyel chakrabartti wrote: > While doing the ADF test in R using the following command I am getting the > error and the result.."> > x.ct=ur.df(rev$REVENUE,start=1,end=length(rev$REVENUE),frequency=1) > Error in ur.df(rev$REVENUE, start = 1, end = length(rev$REVENUE), frequency > = 1) : > unused a

[R] ADF test

Hi, While doing the ADF test in R using the following command I am getting the error and the result.."> x.ct=ur.df(rev$REVENUE,start=1,end=length(rev$REVENUE),frequency=1) Error in ur.df(rev$REVENUE, start = 1, end = length(rev$REVENUE), frequency = 1) : unused argument(s) (start = 1, end = 4, fr