[R] adf test: trend, no drift - rep: invalid 'times' argument

Martin Ivanov tramni at abv.bg
Tue Feb 13 21:25:32 CET 2007


Hello!

I am applying the ADF.test function from package uroot to a time series of data. When I apply the full test, incorporating drift and trend terms, the regressor estimate of the drift term is not significantly different from zero. So I  apply the test to a model without drift term, with deterministic trend only. But then I always get the following error:

summary(ADF.test(wts=ts(seasons$summer, start=1850, frequency=1), itsd=c(0,1,c(0)), regvar=0, selectlags=list(mode=c(1,2,3))))
Error in rep(NA, ncol(table)) : invalid 'times' argument
Error in summary(ADF.test(wts = ts(seasons$summer, start = 1850, frequency = 1),  : 
	error in evaluating the argument 'object' in selecting a method for function 'summary'

I have no idea why this error occurs. Any suggestions will be appreciated.

Regards,
Martin

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