That makes a lot of sense. Thank you, Rui!
On Mon, Jun 24, 2013 at 3:41 PM, Rui Barradas wrote:
> Hello,
>
> From the help page for ?adf.test: "The p-values are interpolated from
> Table 4.2, p. 103 of Banerjee et al. (1993)."
>
> I believe it's a problem with your data. Putting a print stateme
Hello,
From the help page for ?adf.test: "The p-values are interpolated from
Table 4.2, p. 103 of Banerjee et al. (1993)."
I believe it's a problem with your data. Putting a print statement in
the code for adf.test() gave me the following:
Call:
lm(formula = yt ~ xt1 + 1 + tt + yt1)
Resid
Rui-- thanks so much for the help!
I'm getting this error though, which is leaving me stumped:
test<-lapply(ids, function(i) {
if(!any(is.na(df[df$ID==i,3]))) {adf.test(df[df$ID==i, 3])} else {NA}
})
Error in if (interpol == min(tablep)) warning("p-value smaller than
printed p-value")
Hello,
Sorry, I forgot to Cc the list.
Rui Barradas
Em 23-06-2013 21:44, Rui Barradas escreveu:
Hello,
See if the following does what you want.
lapply(seq_len(obsv), function(i) adf.test(df[df$ID == i, 3]))
Hope this helps,
Rui Barradas
Em 23-06-2013 19:12, Olga Musayev escreveu:
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