[R] unit root test

2016-07-13 Thread farzana akbari
in thr name of God Hi Dear i try to test unit root of eff1 in my panel data = data1 but this is the eroor what should i do ? purtest(eff1~1,data=data1,index="indu",pmax=4,test="levinlin") Error in purtest(eff1 ~ 1, data = data1, index = "indu", pmax = 4, test = "levinlin") : the individual

[R] Unit root

2009-03-24 Thread Brajkovic J.
I am confused by obtaining different results when testing for unit root when using different packages. I have 2625 price entries for which I want to determine whether they exhibit unit root. First I test using adf.test from tseries package by running: > adf.test(P, k=30) Augmented Dickey-Fuller