[R] Using ts and timeSeries
UnitRoot
akhussanov at gmail.com
Wed Jun 15 09:06:12 CEST 2011
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
question is which of the functions ts or timeSeries more appropriate to test
unit root using Augmented Dickey Fuller test?
Thank you.
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