This package performs the CADF unit root test proposed in Hansen (1995) CRAN Task View: Econometrics (http://CRAN.R-project.org/view=Econometrics) CRAN Task View: Finance (http://CRAN.R-project.org/view=Finance) CRAN Task View: TimeSeries (http://CRAN.R-project.org/view=TimeSeries) This package performs Hansen's (1995) Covariate-Augmented Dickey-Fuller (CADF) test. The only required argument is y, the Tx1 time series to be tested. If no stationary covariate X is passed to the procedure, then an ordinary ADF test is performed. The p-values of the test are computed using a procedure proposed in Costantini, Lupi and Popp (2007), illustrated in Lupi (2009). Software Depends: dynlm, sandwich, tseries, urca Suggests: fUnitRoots Claudio Lupi <lupi@unimol.it> Claudio Lupi GPL (>= 2) 2011-05-09 application/tgz http://CRAN.R-project.org/package=CADFtest