[R] urppTest Z-tau? Z-alpha?

[Anne Katrin Heinrichs]

Hello,

Could someone give me a hint about what might be the difference between running urppTest
with Z-alpha and Z-tau in type=c("Z-alpha", "Z-tau")? 

Is this the underlying equation:
delta_y(t) = mu + tau*timetrend+(1-rho)*y(t-1) + alpha_1*delta_y(t-1) + ... +
alpha_k*delta_y(t-k) + error term ?

I looked at Banerjee et al. mentioned in the fSeries documentation, but that didn't help.

Thanks a lot,
Katrin