[R] problem with urca package

cruz cruadam at gmail.com
Wed Nov 12 02:17:28 CET 2008


is this what you expect?

> ur.df(PIBTUN$V1,type='none',lags=1)

###############################################################
# Augmented Dickey-Fuller Test Unit Root / Cointegration Test #
###############################################################

The value of the test statistic is: 6.2523




On Wed, Nov 12, 2008 at 8:56 AM,  <hassen62 at voila.fr> wrote:
> Dear R users,
> I have the joined txt file in the following direct directory C://
> I have written the following lines:
> library(urca);
> PIBTUN<-read.table("C:/AF.txt", header=F);
> ur.df(PIBTUN,type='none',lags=1)
> but I have obtained the following message:
> Error in embed(z, lags) : 'x' is not a vector or matrix
> I don't What's the problem, can you please help me
> Thank you in advance
>
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