This package performs the CADF unit root test proposed in Hansen (1995).
Documentation for package ‘CADFtest’ version 0.1-0
Help Pages
CADFpvalues
p-values of the CADF test.
CADFtest
Hansen's Covariate-Augmented Dickey Fuller (CADF) test
summary.CADFtest
Function to print a summary of CADFtest objects