Re: [R] adf.test Vs ADF.test...

2009-06-25 Thread Pfaff, Bernhard Dr.
DongHongwei >Gesendet: Donnerstag, 25. Juni 2009 09:27 >An: r-help@r-project.org >Betreff: Re: [R] adf.test Vs ADF.test... > > > >Hi, R users, >I'm using R to test the unit root for my time series data. I >just compared the "ADF.test" in "uroot" package a

Re: [R] adf.test Vs ADF.test...

2009-06-25 Thread DongHongwei
Hi, R users, I'm using R to test the unit root for my time series data. I just compared the "ADF.test" in "uroot" package and the "adf.test" in "tseries" package. It seems it is difficult to define the time trend and intercept in "adf.test". But it is easy to do these in "ADF.test". "ADF.test"