Abstract
This paper describes CADFtest, an R package for testing for the presence of a unit root in a time series using the covariate-augmented Dickey-Fuller (CADF) test proposed in Hansen (1995b). The procedures presented here are user friendly, allow fully automatic model specification, and allow computation of the asymptotic p values of the test.
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APA
Lupi, C. (2009). Unit root CADF testing with R. Journal of Statistical Software, 32(2), 1–19. https://doi.org/10.18637/jss.v032.i02
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