Re: [R] How are the coefficients for the ur.ers, type DF-GLS calculated?

Ackbar: have a look at ur.ers directly. The coefficients can be recovered from the slot 'testreg', i.e., example(ur.ers) slotNames(ers.gnp) coef(ers.gnp@testreg) RTFM: help(ur.ers) and help(ur.ers-class) Best, Bernhard -Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org

[R] How are the coefficients for the ur.ers, type DF-GLS calculated?

I need some real help on this, really stuck how are the coefficients for ur.ers(y, type = c(DF-GLS, P-test), model = c(constant, trend), lag.max = 0) The max lag is set at zero, so the regression should simply be Diff(zt) = a*z(t-1) where a is the value i'm trying to find and z(t)'s are

Re: [R] How are the coefficients for the ur.ers, type DF-GLS calculated?

Simply type ur.ers on a line by itself to see how the calculation is implemented. Michael On Wed, Feb 29, 2012 at 11:20 AM, ackbar03 wda...@gmail.com wrote: I need some real help on this, really stuck how are the coefficients for ur.ers(y, type = c(DF-GLS, P-test), model = c(constant,