Dear Harry, to complete the picture, for the packages installed on my machine help.search() yielded:
> help.search("Dickey") Help files with alias or concept or title matching 'Dickey' using fuzzy matching: CADFtest::CADFtest Hansen's Covariate-Augmented Dickey Fuller (CADF) test fUnitRoots::DickeyFullerPValues Dickey-Fuller p Values tseries::adf.test Augmented Dickey-Fuller Test urca::Raotbl1 Data set used by Dickey, Jansen & Thornton (1994) urca::Raotbl2 Data set used by Dickey, Jansen & Thornton (1994) urca::ur.df Augmented-Dickey-Fuller Unit Root Test uroot::ADF.rectest Augmented Dickey-Fuller Recursive Test uroot::ADF.test Augmented Dickey-Fuller Test Type '?PKG::FOO' to inspect entry 'PKG::FOO TITLE'. > At least ur.df() in urca and IIRC CADFtest() in CADFtest provide arguments for lag selection. HTH, Bernhard >-----Ursprüngliche Nachricht----- >Von: r-help-boun...@r-project.org >[mailto:r-help-boun...@r-project.org] Im Auftrag von DongHongwei >Gesendet: Donnerstag, 25. Juni 2009 09:27 >An: r-help@r-project.org >Betreff: Re: [R] adf.test Vs ADF.test... > > > >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: dongh...@hotmail.com >> To: patrick.richard...@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 ‘uroot’ >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.richard...@vai.org >> > To: dongh...@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-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 >> > >> > >> > >> > _________________________________________________________________ >> > >´ò¹¤£¬ÕõÇ®£¬Âò· >¿×Ó£¬¿ìÀ´MClubÒ»Æ>𡱽ðÎòؽ¿¡±£¡ >> > >> > [[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. 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