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 my first
stock listed in R.
When I tried to do the test with command adf.test(x, k=1) the following warning
displayed:
Fehler in embed(y, k) : 'x' is not a vector or matrix (Fehler means error)
so I tried to write x as a vector with command: z<-c(x)
I retried the test with adf.test(z, k=1) and the following error appeared:
Fehler in embed(y, k) : wrong embedding dimension
I tried quite a lot of other things but I cannot get why the test isn't working.
I'm really no expert on this matter so please help me out as the test if the
time series is stationary is crucial for my work.
Thank you very much indeed
Matthias
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