Hi all,
Hope you people do not feel irritated for repeatedly sending mail on Time
series.
Here I got another problem on the same, and hope I would get some answer from
you.
I have following dataset:
data[,1]
[1] 4.96 4.95 4.96 4.96 4.97 4.97 4.97 4.97 4.97 4.98 4.98
@stat.math.ethz.ch
cc
Subject
[R] ADF test
Hi all,
Hope you people do not feel irritated for repeatedly sending mail on
Time series.
Here I got another problem on the same, and hope I would get some answer
from you.
I have following dataset:
data[,1]
[1] 4.96 4.95 4.96 4.96
)
HTH
Megh Dal [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
08/16/2007 04:27 PM
To
r-help@stat.math.ethz.ch
cc
Subject
[R] ADF test
Hi all,
Hope you people do not feel irritated for repeatedly sending mail on
Time series.
Here I got another problem on the same, and hope I
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
Dear List,
I have multiple time series, all of which (excepting 1) have missing
values. These run for ~30 years, with monthly sampling. I need to
determine stationarity, and have tried to use the Augmented Dickey-Fuller
test (adf.test), but this cannot handle missing values. The same problem
