mleur (version 1.0-6)

dftest: Dickey-Fuller test

Description

Computes the Dickey-Fuller test using the pivotal test statistic and returns critical points for tests at levels 0.1, 0.05, 0.01.

Usage

dftest(y)

Arguments

y

time series or vector

Value

The output is a list with components:

DFStat

value of Dickey-Fuller pivotal statistic

criticalValues

critical values corresponding to 1

Details

The function ur.df() in the package ur.ca is used.

See Also

ur.df, mleur

Examples

dftest(vel)
mleur(vel)