[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. 

-- 
View this message in context: http://www.nabble.com/Dickey-Fuller-Tests-with-no-constant-and-no-trend-tp23565210p23565210.html
Sent from the R help mailing list archive at Nabble.com.




More information about the R-help mailing list