Can anyone help me to see why maximum t-stat quantile has no Negative
values?
¿It is posible lm estimation is not fine?
-- Forwarded message --
From: Jose Narillos de Santos narillosdesan...@gmail.com
Date: 2013/9/8
Subject: ADF test
To: r-help r-help@r-project.org
Hi all,
I
hi: my guess is that no one is answering because it's too hard to follow
your code
because it contains so many indices and variables and is without comments.
I don't know where you got that info about the distribution of the
coefficient when doing the ADF test but if you could write the code
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