Thanks! I tried these, but I got the following messages:Warning message:In 
getDependencies(pkgs, dependencies, available, lib) :  package ‘uroot’ is 
not available
Error in library(uroot) : there is no package called 'uroot'


I download a package called "uroot" and put it into: C:\Program 
Files\R\R-2.9.0\library. But still got the same error. Any further suggestions?
  Hongwei 


> From: patrick.richard...@vai.org
> To: dongh...@hotmail.com; r-help@r-project.org
> Date: Wed, 24 Jun 2009 15:12:22 -0400
> Subject: RE: [R] Why can't I use ADF.test?
> 
> Since you provided no code, the following is just a guess,  Try:
> 
> install.packages("uroot")
> library(uroot)
> 
> Then try your analysis again.
> 
> 
> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On 
> Behalf Of DongHongwei
> Sent: Wednesday, June 24, 2009 3:06 PM
> To: r-help@r-project.org
> Subject: [R] Why can't I use ADF.test?
> 
> 
> Greetings!
> I'm trying to use R to test the unit root for a univariate data. By this 
> link: 
> http://rss.acs.unt.edu/Rdoc/library/uroot/html/ADF.test.html
>  it tells me that I can use the function ADF.test(). However, when I tried 
> this in R, I got this message:
> "Error: could not find function "ADF.test"".
> I'm confused by this. Anyone could give me some hints? Thanks.
>     Hongwei
> 
> 
> 
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