Re: [R] Dickey Fuller test of a time series (problem)

i also having the problem with R . R version 2.10.0 (2009-10-26) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()

Re: [R] Dickey Fuller test of a time series (problem)

The argument 'x' of adf.test should not only be a vector but also a numeric vector (see ?adf.test). Have a closer look at your data and how they are stored. What does is.numeric(x) give? I guess that originally your data are stored as a data frame. Converting a data.frame to a vector is not d

[R] Dickey Fuller test of a time series (problem)

Hi all, I tried to do a Dickey Fuller test with R using adf.test with a time series of german stock prices. I have 10 stocks from 1985 to 2009 with monthly stock prices. So if you do the math I have 289 values for each stock. I tried to do the test for each stock alone and had the 289 values of