[R] How can I let the dimension change via the circulation?

[Jim Lemon]

On Sat, 23 Aug 2014 08:18:27 PM John McKown wrote:
> Apparently part of your message was removed by the email software. 
You MUST
> NOT use HTML encoded messages on this forum because the list 
software
> removes all HTML encoded information before sending it to us. It 
appears
> that the Matlab code was a victim of this removal. Also, don't try to 
paste
> a "screen snap shot" or "picture". You really need to paste in just plain
> text.
> 
> I tried to make a decent guess, but the only thing I can find that 
_might_
> be what you are asking about is the Agumented Dickey-Fuller Test. I 
don't
> even know what that _is_, even after reading the Wikipedia article.  But
> that article mentioned the "tseries" package in R. It contains a function
> called "adf.test()". I don't know if this is what you need or not. But you
> can review it by installing "tseries" by entering the R command:
> install.packages("tseries") at the R prompt. I am a system admin &
> programmer, not a statistician or economist. What I read:
> http://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test . 
But I
> don't understand it.

That is a very cool answer to a really difficult question.

Jim