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Error t value Pr( t) (Intercept) -0.05766 0.04631 -1.245 0.216 g.1 -0.47631 0.08387 -5.679 1.36e-07. statistic DF -5.679303 lue t n 4.216696e-06 3.641807e-01 parameter Lag OrderDf) SBCvaluesmax1 - BIC(lmresultsmax1) AICvaluesmax1 - AIC(lmresultsmax1) if (i 0) lmresultsi - lm(rmula(paste x1d x1l paste(DifferenceLags1:i, collapse dataDLDlag. df) SBCvaluesi - BIC(lmresultsi) AICvaluesi - AIC(lmresultsi) if (typec c if (i 0) lmresultsmax1 - lm(rmula(paste x1d 1x1l dataDLDlag. df) SBCvaluesmax1 - BIC(lmresultsmax1) AICvaluesmax1 - AIC(lmresultsmax1) if.

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, unitrootTest fUnitroots: , , unitrootTest: library(fUnitRoots) adfcs1 - function(t, max floor(12(length(t 100 1/4 type c c x - ts(t) x1d - diff(x, differences1) x1l - lag(x, -1) x_names., PC! . ! ( -! , , , , "" ( ""?) , ( !) , PDA! : .

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