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uroot (version 1.4-1)

adfstat-class: "adfstat" Class

Description

This class contains information from the Augmented Dickey-Fuller unit root test.

Arguments

References

D.A. Dickey and W.A. Fuller (1981), Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica, 49, 1057-1071.

W.A. Fuller (1976), Introduction to Statistical Time Series. Jonh Wiley, New York.

See Also

ADF.test.