Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 91856

Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

1 vote
0 answers
131 views

Johansen Cointegration Test [duplicate]

Now my question: When I apply the Johansen cointegration test (function ca.jo in "urca" package in R), should I test with the variables at level or at first difference? …
1 vote
1 answer
7k views

Interpretation of ur.df - "p-value"?

z.diff.lag8 3.919041e-01 2.794371e-01 1.40248 0.1787705 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 6708593 on 17 degrees of freedom Multiple R-squared … : 0.7237276, Adjusted R-squared: 0.5613144 F-statistic: 4.253547 on 10 and 17 DF, p-value: 0.003348755 Value of test-statistic is: -3.2263 3.9622 5.2635 Critical values for test statistics: …