Installing tables for Dickey-Fuller test in Matrixer

Matrixer can calculate P-values for augmented Dickey-Fuller test. Actually, Matrixer subroutine for ADF is a shell for the files which are due to James MacKinnon (James G. MacKinnon, "Numerical Distribution Functions for Unit Root and Cointegration Tests," Journal of Applied Econometrics, 11, 1996, 601-618). The files are available from One have to download the file and unzip it into directory "...\urcdist\" (relative to Matrixer directory). Only and are needed. It is necessary to replace D with E in the file

Matrixer P-values are not the same as those calculated by the original MacKinnon's MS DOS program (, but the difference is not very large.


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