Hello Anne, you will find the necessary details in the following paper, its publication in 'Biometrika' is cited in ?ur.pp.
http://cowles.econ.yale.edu/P/cp/p07a/p0706.pdf Best, Bernhard >Hello, > >Could someone give me a hint about what might be the >difference between running urppTest >with Z-alpha and Z-tau in type=c("Z-alpha", "Z-tau")? > >Is this the underlying equation: >delta_y(t) = mu + tau*timetrend+(1-rho)*y(t-1) + >alpha_1*delta_y(t-1) + ... + >alpha_k*delta_y(t-k) + error term ? > >I looked at Banerjee et al. mentioned in the fSeries >documentation, but that didn't help. > >Thanks a lot, >Katrin > >______________________________________________ >R-help@stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! >http://www.R-project.org/posting-guide.html > ***************************************************************** Confidentiality Note: The information contained in this mess...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html