On Mon, 16 Feb 2015, Samet Tandoğan wrote: > I want to estimate ADF regression SUR system with "trend" varriable but i > couldn't see any options for this. Is there any way to add "trend" > varriable test statistics equations.
In the suradf package you use the "drift" parameter to allow a stochastic trend. -- Allin Cottrell Department of Economics Wake Forest University, NC