Re: [R] Problems with Unit Root testing using ur.df function

Matthieu Stigler a écrit : > Hi All, > > I'm new to R and am trying to run a unit root test on the vector "y" > (a time > series of inflation (i.e. changes in the Consumer Price Index quarter on > quarter)). > I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It > gives > me an

[R] Problems with Unit Root testing using ur.df function

Hi All, I'm new to R and am trying to run a unit root test on the vector "y" (a time series of inflation (i.e. changes in the Consumer Price Index quarter on quarter)). I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives me an error that it cannot find the function ur.d