Dickey-Fuller Test
On Mon, 23 May 2005 03:27:49 -0700 (PDT) Amir Safari wrote:
Hi All , Could you please tell using which library, Dickey-Fuller Test can be run? Thanks a lot
That depends: in which *library* have you installed the tseries *package*? (Look at the archives for the difference between libraries and packages.) The augmented Dickey-Fuller test is available in tseries (and also in urca and uroot). Z
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