Hi everyone,

I want to test for true stationarity (not trend-stationarity) in my
timeseries. I understand that i can't use the adf.test(), because it
de-trends the series.
Indeed, i can verify this:

> notrend=xts(rnorm(100), Sys.Date()-100:1)
> trend=notrend+(row(notrend)*.04)
> adf.test(coredata(notrend), alternative="stationary", k=0)$p.value
[1] 0.01
> adf.test(coredata(trend), alternative="stationary", k=0)$p.value
[1] 0.01

The p-values are the same so it's not usable for my purpose.

I'm told i can use the adfTest() from package fUnitRoots instead because
this test does not de-trend the series.
So i try:

library(fUnitRoots)

> adfTest(coredata(notrend), lag=0, type='c')@test$p.value
0.01
> adfTest(coredata(trend), lag=0, type='c')@test$p.value
0.01

Again, the p-values are the same!? Changing the type parameter (to 'ct' or
'nc') does not help either (it gives the same p-values).
What am i doing wrong here?

Thanks,

-Mark-

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