# How to check if a time series is I(1) in R?

I'm testing the cointegration of two time series of stock prices using adfTest from fUnitRoots, but first I need to check if the series are I(1).

How can I check if a time series is I(1)?

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What you can also use is Phillips-Perron test pp.test and Kwiatkowski–Phillips–Schmidt–Shin (KPSS) test kpss.test from library(tseries).
You can use the Dickey-Fuller test by DickeyFullerPValues in fUnitRoots.
Actually, using adf.test in tseries seems simpler. I(1) is the default in both cases, as far as I understand. –  MånsT Apr 12 '12 at 6:23