title: adf test in Julia
body: <p>This is my FTSE column</p>
  <p><a href="https://i.stack.imgur.com/TFfCr.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/TFfCr.png" alt="enter image description here" /></a></p>
  <p>To calculate log return of the FTSE; R code is given below.</p>
  <pre><code>log_return = diff(log(FTSE))*100
  </code></pre>
  <p>How to change it to JULIA further I need to do adf.test</p>
  <pre><code> adf.test(log(FTSE))
    adf.test(log_return)
  </code></pre>
  <p>I had tried this</p>
  <pre><code>ADFTest(FTSE::AbstractVector{T}, deterministic::Symbol, lag::Int) where T&lt;:Real
  </code></pre>
  <p>But I got an error.</p>
  <p>in the same way I tried for this line</p>
  <pre><code>Box.test(log_return,lag=10,type = &quot;Ljung-Box&quot;)
  </code></pre>
  <p>But error occurred.</p>
  <p>Can anyone help me write the julia version of these, TIA</p>