 Usage:  {rho,tau,critvalues}=adf(z,p{,trend})  

 

 Input:



  y                      series to be estimated 

                         

  p                      number of included past differences in the regression 

                         

  trend                  string (not needed), a linear trend is calculated if 

                         trend = "trend" 

                         

 Output:



  rho                    scalar, testvalue 

                         

  tau                    scalar, testvalue 

                         

  critvalues             vector, critical values (1%, 5%, 10%, 90%, 95% and 99%); 

                         these values are calculated for sample sizes (rows of y) 

                         greater than 500 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

