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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))
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