This package performs the CADF unit root test proposed in Hansen (1995).


[Package List] [Top]

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