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AugmentedDickeyFuller and different result in R

Home 21090308 Forums Numerical Method Statistics AugmentedDickeyFuller and different result in R

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    andreynado
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    Hi,

    first of all I’m just a software engineer and not a statistics guy. So most likely I just do not understand the maths behind. But my goal is to perform an ADF test for which I tried a trial version of your library. I used AugmentedDickeyFuller class to run the test. But it gives significantly different results than a script in R I wrote to double check.

    Before I submit all the code and data, is this a common problem? Or should I set anything?

    Thank you,
    Gary

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