[R] problem with uroot package: ADF.test

Inger i.b.kolman at student.rug.nl
Thu Nov 11 15:17:08 CET 2010


Hi all,

I have a problem while working with the uroot package, more specifically
with the ADF.test. The smallest p-value it prints is 0.01000000 but I want
to know the exact p-value. R does warn you about the problem by saying the
following: In interpolpval(code = code, stat = adfreg[, 3], N = N) : 
p-value is smaller than printed p-value.
But I do not know how to solve this issue. Does anyone know how to find the
exact p-value?

Thanks,
Inger
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