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How are the coefficients for the ur.ers, type DF-GLS calculated?
ackbar03
·
Feb 29, 2012
·
r-help
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...
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