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File: Rcode-8-9.R

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urca 1.3-0-1
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file content (19 lines) | stat: -rwxr-xr-x 688 bytes parent folder | download | duplicates (7) 
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summary(ur.df(Canada[, "prod"],
              type = "trend", lags = 2))
summary(ur.df(diff(Canada[, "prod"]),
              type = "drift", lags = 1))
summary(ur.df(Canada[, "e"],
              type = "trend", lags = 2))
summary(ur.df(diff(Canada[, "e"]),
              type = "drift", lags = 1))
summary(ur.df(Canada[, "U"],
              type = "drift", lags = 1))
summary(ur.df(diff(Canada[, "U"]),
              type = "none", lags = 0))
summary(ur.df(Canada[, "rw"],
              type = "trend", lags = 4))
summary(ur.df(diff(Canada[, "rw"]),
              type = "drift", lags = 3))
summary(ur.df(diff(Canada[, "rw"]),
              type = "drift", lags = 0))