Register
Log In
Forums
Starting with Zorro
No ADF test in Zorro?
Forums
Calendar
Active Threads
Search
Forum Help
Gamestudio Links
► Features
► Download
► Online Manual
► Online Tutorial
► Free Resources
► F.A.Q.
Zorro Links
► Download
► Online Manual
► Online Tutorial
► Blog
► Support
► What's New?
Newest Posts
New FXCM FIX Plugin
by flink. 06/04/24 07:30
Different value using series() or priceClose() functions
by tomaslolo. 05/29/24 12:21
AlpacaZorroPlugin v1.3.0 Released
by kzhao. 05/22/24 13:41
How to Get Free Live Data for Zorro Futures Paper Trading?
by Grant. 05/21/24 21:16
Free Live Data for Zorro with Paper Trading?
by AbrahamR. 05/18/24 13:28
Zorro Calculate Commission and Spread Even Setting Is Off
by Zheka. 05/16/24 10:41
Change chart colours
by 7th_zorro. 05/11/24 09:25
Texture/Sprite animation tool. Someone interested in ?
by NeoDumont. 05/10/24 19:36
AUM Magazine
Latest Screens
Who's Online Now
2 registered members (
AndrewAMD
,
juanex
), 1,247 guests, and 6 spiders.
Key:
Admin
,
Global Mod
,
Mod
Newest Members
AemStones
,
LucasJoshua
,
Baklazhan
,
Hanky27
,
firatv
19056 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
No ADF test in Zorro?
#485752
04/19/22
07:53
04/19/22
07:53
Joined:
Feb 2022
Posts: 21
T
TrumpLost
OP
Newbie
TrumpLost
OP
Newbie
T
Joined:
Feb 2022
Posts: 21
I'm surprised there's no ADF test built-in for Zorro. Is there any function in Zorro to test for unit root?
Re: No ADF test in Zorro?
[
Re: TrumpLost
]
#485756
04/19/22
10:07
04/19/22
10:07
Joined:
Apr 2008
Posts: 586
Austria
Petra
Support
Petra
Support
Joined:
Apr 2008
Posts: 586
Austria
Things are built in when people need them, but it seems no one until now wanted an ADF test. If you have C code you can implement it yourself, or you call it from a R package.
Re: No ADF test in Zorro?
[
Re: TrumpLost
]
#485761
04/19/22
11:54
04/19/22
11:54
Joined:
Jul 2000
Posts: 27,986
Frankfurt
jcl
Chief Engineer
jcl
Chief Engineer
Joined:
Jul 2000
Posts: 27,986
Frankfurt
You can use the ADF test from the "tseries" package.
Ex = adf.test(MyDataSeries)
Ex$statistic is the Dickey-Fuller statistic, Ex$parameter is the lag order, and Ex$p.value is the p-value.
Moderated by
Petra
Hop To
Gamestudio ------
Starting with Gamestudio
Atari lite-C
Editors & Templates
A8 Engine
Shaders
Third Party Tools
Acknex Users Magazine
The Past
The Future
Zorro ------
Starting with Zorro
Educational
Automated Trading
Zorro Scripts
The Z Systems
Zorro and the Brokers
Zorro Future
Feedback ------
Bug Hunt
Blame the Manual
Ask the Developers
Updates & Announcements
Rants
Game Creation ------
Game Design & Business
Jobs Wanted
Jobs Offered
User Resources
Projects
Showcase
Beyond Games & Money ------
Hilbert's Hotel
Morbius' Virtual Answering Machine
Print Thread
Switch to Threaded Mode
5
Excellent
4
Good
3
Average
2
Bad
1
Terrible
View Profile
Send Private Message
Follow User
Show Forum Posts
View Profile
Send Private Message
Follow User
Show Forum Posts
View Profile
Send Private Message
View Homepage
Follow User
Show Forum Posts
Default Style
gamestudio
UBBT77
UBBT77 - Dark2
Forum Rules
·
Mark All Read
·
Powered by UBB.threads™ PHP Forum Software 7.7.1