Re: [R] problem in adf command
that is, equation with constant and trend is used.if i did not include
constant or trend in the equation and run the
command then how i can run this command in tseries.
Dear Zahid,
you can employ ur.df() in package 'urca' or the wrapped functions from
'urca' contained in package 'fSeries', see ?ur.df and ?UnitrootTests for
more information, respectively.
Best,
Bernhard
*
Confidentiality Note: The information contained in this mess...{{dropped}}
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] problem in adf command
ur.df(y, type = c(none, drift, trend), lags = 1)
in urca.
this gives me all out put .but i need only p.value fromm the
output.
when i run the following command
ur.df(y, type = c(none, drift, trend), lags =
1)$p.value
this in response null.kindly help me in this regard. thanks
With Best Regards
Hello Zahid,
you do not need to send your message three times to the list. As
the package's documentation outlines: 'urca' utilises formal classes
(i.e. S4). Hence, to obtain slots, you should use '@' and not '$'.
Anyway, who is telling you, that p.value is a slot of a returned ur.df
object? At least not ?ur.df. Now, if you take a look at ?UnitrootTests
in package 'fSeries' you will read that these test implementation do
contain p.values, hence:
library(urca)
library(fSeries)
## to generate some data use the example
example(UnitrootTests)
test.adf - adfTest(y, type = 'c')
slotNames(test.adf)
names([EMAIL PROTECTED])
[EMAIL PROTECTED]
Best,
Bernhard
*
Confidentiality Note: The information contained in this mess...{{dropped}}
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] problem in adf command
this command is used in tseries adf.test(x, alternative = c(stationary, explosive), k = trunc((length(x)-1)^(1/3))) this command apply adf test on data given in x .here general equatiuon that is, equation with constant and trend is used.if i did not include constant or trend in the equation and run the command then how i can run this command in tseries. - Never miss an email again! [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
