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-boun...@r-project.org [mailto:r-help-boun...@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



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