[R] Dickey-Fuller Tests with no constant and no trend

[Pfaff, Bernhard Dr.]

Dear Jake,

have you had a look at the function 'ud.df()' contained in the package urca? You will find:

> library(urca)
> args(ur.df)
function (y, type = c("none", "drift", "trend"), lags = 1, selectlags = c("Fixed", 
    "AIC", "BIC")) 

HTH,
Bernhard  

>-----Ursprüngliche Nachricht-----
>Von: r-help-bounces at r-project.org 
>[mailto:r-help-bounces at r-project.org] Im Auftrag von jbrukh
>Gesendet: Freitag, 15. Mai 2009 20:37
>An: r-help at r-project.org
>Betreff: [R] Dickey-Fuller Tests with no constant and no trend
>
>
>R has a Dickey-Fuller Test implementation (adf.test) that 
>tests for unit
>roots in an autoregressive process with a constant and linear 
>trend.  Is
>there a DF implementation that doesn't use the constant or trend?
>
>Thanks,
>Jake. 
>
>-- 
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>no-trend-tp23565210p23565210.html
>Sent from the R help mailing list archive at Nabble.com.
>
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