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 ----------------------------------------------------------------- http://auto-motor-und-sport.bg/ С бензин в кръвта! ______________________________________________ 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.