Function to estimate the ADF/SADF/GSADF test statstics
rtadf()
Estimate the ADF/SADF/GSADF test statistic
Functions for calculating critical and p values based on response surface aproximation or Monte Carlo simulations
rtadfCval()
Returns critical values based on a response surface function approximation
rtadfPval()
Returns p-values based on a response surface function approximation
rtadfSim()
Simulate critical values and date-stamping threshold sequence
rtadfSimPar()
Simulate critical values and date-stamping threshold sequence in parallel
Data used in the examples
snp
S&P 500 price to dividend ratio index.