On Fri, 7 Jun 2002, Preeti Rao wrote:
> I am trying to apply Dickey-Fuller test to daily share prices covering a
> period of 5 years (starting from 1st April 1996 to 31st March 2001) for
> 100 companies of Bombay Stock Market.
>
It looks to me like you are trying to tsset the variable you want to
analyze. You need to tsset the variable that contains the date.
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