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

[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" also help you find the number of 
lags that need to be included in the model to remove the serial correlation. I 
do not not see "adf.test" be able to do this too. You need to define the number 
of lags for adf.test. 
  I'm a new R user and I could be wrong. I'll appreciate it very much if 
someone familiar with time series in R can give me some comments and 
suggestions. Thanks in advance.

  Harry


> From: dongh...@hotmail.com
> To: patrick.richard...@vai.org; r-help@r-project.org
> Date: Wed, 24 Jun 2009 19:22:46 +0000
> Subject: Re: [R] Why can't I use ADF.test?
> 
> 
> Thanks! I tried these, but I got the following messages:Warning message:In 
> getDependencies(pkgs, dependencies, available, lib) :  package 
> ‘uroot’ is not available
> Error in library(uroot) : there is no package called 'uroot'
> 
> 
> I download a package called "uroot" and put it into: C:\Program 
> Files\R\R-2.9.0\library. But still got the same error. Any further 
> suggestions?
>   Hongwei 
> 
> 
> > From: patrick.richard...@vai.org
> > To: dongh...@hotmail.com; r-help@r-project.org
> > Date: Wed, 24 Jun 2009 15:12:22 -0400
> > Subject: RE: [R] Why can't I use ADF.test?
> > 
> > Since you provided no code, the following is just a guess,  Try:
> > 
> > install.packages("uroot")
> > library(uroot)
> > 
> > Then try your analysis again.
> > 
> > 
> > -----Original Message-----
> > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On 
> > Behalf Of DongHongwei
> > Sent: Wednesday, June 24, 2009 3:06 PM
> > To: r-help@r-project.org
> > Subject: [R] Why can't I use ADF.test?
> > 
> > 
> > Greetings!
> > I'm trying to use R to test the unit root for a univariate data. By this 
> > link: 
> > http://rss.acs.unt.edu/Rdoc/library/uroot/html/ADF.test.html
> >  it tells me that I can use the function ADF.test(). However, when I tried 
> > this in R, I got this message:
> > "Error: could not find function "ADF.test"".
> > I'm confused by this. Anyone could give me some hints? Thanks.
> >     Hongwei
> > 
> > 
> > 
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