Hello!
I am applying the ADF.test function from package uroot to a time series of
data. When I apply the full test, incorporating drift and trend terms, the
regressor estimate of the drift term is not significantly different from zero.
So I apply the test to a model without drift term, with deterministic trend
only. But then I always get the following error:
summary(ADF.test(wts=ts(seasons$summer, start=1850, frequency=1),
itsd=c(0,1,c(0)), regvar=0, selectlags=list(mode=c(1,2,3))))
Error in rep(NA, ncol(table)) : invalid 'times' argument
Error in summary(ADF.test(wts = ts(seasons$summer, start = 1850, frequency =
1), :
error in evaluating the argument 'object' in selecting a method for
function 'summary'
I have no idea why this error occurs. Any suggestions will be appreciated.
Regards,
Martin
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