[R] Dickey-Fuller Tests with no constant and no trend
jbrukh
jbrukh at gmail.com
Fri May 15 20:37:15 CEST 2009
R has a Dickey-Fuller Test implementation (adf.test) that tests for unit
roots in an autoregressive process with a constant and linear trend. Is
there a DF implementation that doesn't use the constant or trend?
Thanks,
Jake.
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