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
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
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