[R] Dickey–Fuller test in R

[Aditya Damani]

Hi,

While doing the adf test using ur.df
“price.df2=ur.df(y=log(price),type = "drift", selectlags="AIC")
summary(price.df2)”

It gives two values for “value of test statistic is: -1.5992   2.32”
one value is the t-test (or t-ratio), what is the other one?

Please help.

TIA
Aditya