Hi, this is my first topic so please be forgiving. I try to change the significance level in a adf.test but there is no such an argument. Can it be done with function or do I need to calculate it manually? Below the code:
adf.test(test_data_2018$Sp500)
Thanks for all answers
One of the values produced by adf.test() is the p-value. You can compare the p-value to your desired significance level.
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