No ADF test in Zorro?

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Re: No ADF test in Zorro? [Re: TrumpLost] #485761 04/19/22 11:54 04/19/22 11:54
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	You can use the ADF test from the "tseries" package. Ex = adf.test(MyDataSeries) Ex$statistic is the Dickey-Fuller statistic, Ex$parameter is the lag order, and Ex$p.value is the p-value.

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