[R] Dickey-Fuller Test

[Achim Zeileis]

On Mon, 23 May 2005 03:27:49 -0700 (PDT) Amir Safari wrote:

>  
>  
> Hi All ,
> Could you please tell using which library, Dickey-Fuller Test can be
> run? Thanks a lot

That depends: in which *library* have you installed the tseries
*package*? (Look at the archives for the difference between libraries
and packages.)

The augmented Dickey-Fuller test is available in tseries (and also in
urca and uroot).
Z
 
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