subject:"\[R\] Augmented Dickey Fuller test"

Re: [R] Augmented Dickey Fuller test

2017-04-28 Thread Achim Zeileis

On Fri, 28 Apr 2017, T.Riedle wrote: Dear all, I am trying to run an ADF test using the adf.test() function in the tseries package and the ur.df() function in the urca package. The results I get contrast sharply. Whilst the adf.test() indicates stationarity which is in line with the

[R] Augmented Dickey Fuller test

2017-04-28 Thread T . Riedle

Dear all, I am trying to run an ADF test using the adf.test() function in the tseries package and the ur.df() function in the urca package. The results I get contrast sharply. Whilst the adf.test() indicates stationarity which is in line with the corresponding graph, the ur.df() indicates