Re: [R] Using ts and timeSeries

2011-06-24 Thread Dennis Murphy
ginal Message- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On Behalf Of UnitRoot > Sent: Wednesday, June 15, 2011 9:06 AM > To: r-help@r-project.org > Subject: [R] Using ts and timeSeries > > Hello. I have been working on a project which invo

Re: [R] Using ts and timeSeries

2011-06-24 Thread Setlhare Lekgatlhamang
Please see the tsDyn package for implementing the Augmented Dickey Fuller test. Lexi -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of UnitRoot Sent: Wednesday, June 15, 2011 9:06 AM To: r-help@r-project.org Subject: [R] Using ts and

[R] Using ts and timeSeries

2011-06-15 Thread UnitRoot
Hello. I have been working on a project which involves random number generation and unit root test. After I generate the numbers (I am generating stock returns using rnorm(1000,0,0.25), I want to check if the series has a unit root or not. But before I should modify the data to time series. My que