

Hi, R users,
I'm using R to test the unit root for my time series data. I just compared the "ADF.test" in "uroot" package and the "adf.test" in "tseries" package. It seems it is difficult to define the time trend and intercept in "adf.test". But it is easy to do these in "ADF.test". "ADF.test" also help you find the number of lags that need to be included in the model to remove the serial correlation. I do not not see "adf.test" be able to do this too. You need to define the number of lags for adf.test. 
  I'm a new R user and I could be wrong. I'll appreciate it very much if someone familiar with time series in R can give me some comments and suggestions. Thanks in advance.

  Harry


> From: donghw79@hotmail.com
> To: patrick.richardson@vai.org; r-help@r-project.org
> Date: Wed, 24 Jun 2009 19:22:46 +0000
> Subject: Re: [R] Why can't I use ADF.test?
> 
> 
> Thanks! I tried these, but I got the following messages:Warning message:In getDependencies(pkgs, dependencies, available, lib) :  package â€˜urootâ€™ is not available
> Error in library(uroot) : there is no package called 'uroot'
> 
> 
> I download a package called "uroot" and put it into: C:\Program Files\R\R-2.9.0\library. But still got the same error. Any further suggestions?
>   Hongwei 
> 
> 
> > From: Patrick.Richardson@vai.org
> > To: donghw79@hotmail.com; r-help@r-project.org
> > Date: Wed, 24 Jun 2009 15:12:22 -0400
> > Subject: RE: [R] Why can't I use ADF.test?
> > 
> > Since you provided no code, the following is just a guess,  Try:
> > 
> > install.packages("uroot")
> > library(uroot)
> > 
> > Then try your analysis again.
> > 
> > 
> > -----Original Message-----
> > From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org] On Behalf Of DongHongwei
> > Sent: Wednesday, June 24, 2009 3:06 PM
> > To: r-help@r-project.org
> > Subject: [R] Why can't I use ADF.test?
> > 
> > 
> > Greetings!
> > I'm trying to use R to test the unit root for a univariate data. By this link: 
> > http://rss.acs.unt.edu/Rdoc/library/uroot/html/ADF.test.html
> >  it tells me that I can use the function ADF.test(). However, when I tried this in R, I got this message:
> > "Error: could not find function "ADF.test"".
> > I'm confused by this. Anyone could give me some hints? Thanks.
> >     Hongwei
> > 
> > 
> > 
> > _________________________________________________________________
> > Â´Ã²Â¹Â¤Â£Â¬Ã•ÃµÃ‡Â®Â£Â¬Ã‚Ã²Â·Â¿Ã—Ã“Â£Â¬Â¿Ã¬Ã€Â´MClubÃ’Â»Ã†Ã°Â¡Â±Â½Ã°ÃŽÃÂ²Ã˜Â½Â¿Â¡Â±Â£Â¡
> > 
> > 	[[alternative HTML version deleted]]
> > 
> > This email message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential information.  Any unauthorized review, use, disclosure or distribution is prohibited.  If you are not the intended recipient(s) please contact the sender by reply email and destroy all copies of the original message.  Thank you.
> 
> _________________________________________________________________
> Messengerå®‰å…¨ä¿æŠ¤ä¸­å¿ƒï¼Œå…è´¹ä¿®å¤ç³»ç»Ÿæ¼æ´žï¼Œä¿æŠ¤Messengerå®‰å…¨ï¼
> http://im.live.cn/safe/
> 	[[alternative HTML version deleted]]
> 

_________________________________________________________________
打工，挣钱，买房子，快来MClub一起”金屋藏娇”！
http://club.msn.cn/?from=10
	[[alternative HTML version deleted]]

