library(fUnitRoots)
library (readxl)

UKHP <- read_excel("D:/Programming Guide/data/UKHP.xls",
                    col_types = c("date","numeric"))
#View(UKHP)

head(UKHP)
names (UKHP)[2] = "hp"
head(UKHP)

plot(ts(UKHP$hp,start=c(1991,1), frequency=12),main="Average house price",ylab="Dollars")
#x11()

# Levels
adfTest(UKHP$hp, lags=10, type="c")

# First difference: returns
UKHP$dhp = c(NA, 100*diff(UKHP$hp)/UKHP$hp[1:nrow(UKHP)-1])
adfTest(UKHP$dhp, lags=10, type="c")

#dev.off()
par(mar = c(1,1,1,1)) # Changing area margins

# Augmented Dickey-Fuller test
adfgls = urersTest(UKHP$hp, type = "DF-GLS", model = "trend", lag.max = 10)
graphics.off()

adfgls@test$test@teststat
adfgls@test$test@cval

adfgls = urersTest(UKHP$hp, doplot=F, type = "DF-GLS", model = "trend", lag.max = 10)
adfgls@test[["test"]]@cval
adfgls@test[["test"]]@cval