Hi, While doing the adf test using ur.df “price.df2=ur.df(y=log(price),type = "drift", selectlags="AIC") summary(price.df2)”
It gives two values for “value of test statistic is: -1.5992 2.32” one value is the t-test (or t-ratio), what is the other one? Please help. TIA Aditya ______________________________________________ R-help@r-project.org 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.
