Hi All,
I'm new to R and am trying to run a unit root test on the vector "y" (a time
series of inflation (i.e. changes in the Consumer Price Index quarter on
quarter)).
I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives
me an error that it cannot find the function ur.d
Thank you Matthieu for your helpful suggestions.
Unfortunately I still have problems.
I have tried to compile it via your suggestion.
"
this is strange... you should have the usual summary...
I have on my machine
library(urca)
test2<-ur.df(nottem, type="none", lags=1)
summary(test2)
"
When I type
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