"adf"<-
function(x, L = 2, int = T, trend = T)
{
#Construct Data for Augmented Dickey Fuller Model with L lags.
#This is a modified version for R, in which the command rts was substituted by ts.
        x <- ts(x)
        D <- diff(x)
        if(L > 0) {
                for(i in 1:L)
                        D <- ts.intersect(D, lag(diff(x),  - i))
        }
        D <- ts.intersect(lag(x, -1), D)
        if(trend == T)
                D <- ts.intersect(D, time(x))
        y <- D[, 2]
        x <- D[, -2]
        if(int == T)
                summary(lm(y ~ x))
        else summary(lm(y ~ x - 1))
}