title: adf.test returning p > 0.99 with xts, but returning p < 0.01 with coredata(xts)
body: <p>Here is the output:</p>
  
  <pre><code>library(tseries) # for adf.test function
  
  adf.test(data)
  Augmented Dickey-Fuller Test
  
  data:  data
  Dickey-Fuller = 11.1451, Lag order = 16, p-value = 0.99
  alternative hypothesis: stationary
  
  Warning message:
  In adf.test(spread.princomp) : p-value greater than printed p-value
  
  adf.test(coredata(data))
  Augmented Dickey-Fuller Test
  
  data:  coredata(data)
  Dickey-Fuller = -4.031, Lag order = 16, p-value = 0.01
  alternative hypothesis: stationary
  
  Warning message:
  In adf.test(coredata(spread.princomp)) :
  p-value smaller than printed p-value
  </code></pre>
  
  <p>The underlying data is a numeric vector.  People seem to be successful at applying adf.test with xts, so I'm not sure what I'm doing wrong.  Please let me know what other information I can provide.</p>