rm(1000),ncol=10,nrow=100)
bar <-
> apply(foo,2,adf.test)
sapply(bar, "[[", "statistic")
sapply(bar, "[[",
> "p.value")
HTH, Andy
-Original Message-
From:
> [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED]
> On Behalf Of Bernd Dittmann
gt; library(tseries)
>>> ?adf.test
>>> foo <- matrix(rnorm(1000),ncol=10,nrow=100)
>>> bar <- apply(foo,2,adf.test)
>>> sapply(bar, "[[", "statistic")
>>> sapply(bar, "[[", "p.value")
>>>
>>&
;, "p.value")
> >
> >
> > HTH, Andy
> >
> > -Original Message-
> > From: [EMAIL PROTECTED]
> > [mailto:[EMAIL PROTECTED] On Behalf Of Bernd Dittmann
> > Sent: Wednesday, April 05, 2006 8:58 PM
> > To: r-help@stat.math.ethz.ch
> &g
Dittmann
> Sent: Wednesday, April 05, 2006 8:58 PM
> To: r-help@stat.math.ethz.ch
> Subject: [R] How to implement an iterative unit root test
>
>
> Hello,
>
> How can an interative unit root test be implemented in R?
> More specifically, given a time series, I wish to perf
]
[mailto:[EMAIL PROTECTED] On Behalf Of Bernd Dittmann
Sent: Wednesday, April 05, 2006 8:58 PM
To: r-help@stat.math.ethz.ch
Subject: [R] How to implement an iterative unit root test
Hello,
How can an interative unit root test be implemented in R?
More specifically, given a time series, I wish
Hello,
How can an interative unit root test be implemented in R?
More specifically, given a time series, I wish to perform the Dickey
Fuller Test on a daily basis for say the last 100 observations. It would
be interative in the sense that this test would be repeated each day for
the last 100 ob
