ur.df(y, type = c("none", "drift", "trend"), lags = 1)
in urca.
this gives me all out put .but i need only p.value fromm the
output.
when i run the following command
ur.df(y, type = c("none", "drift", "trend"), lags =
1)$p.value
this in
>that is, equation with constant and trend is used.if i did not include
>
>constant or trend in the equation and run the
>
>command then how i can run this command in tseries.
>
>
Dear Zahid,
you can employ ur.df() in package 'urca' or the wrapped functions from
'urca' contained in package 'fSer
this command is used in tseries
adf.test(x, alternative = c("stationary", "explosive"),
k = trunc((length(x)-1)^(1/3)))
this command apply adf test on data given in x .here general
equatiuon
that is, equation with constant and trend is used.if i did not include
constant or tr
