问题如下：
What are the consequences of excluding a deterministic term in an ADF test if it is needed? What are the consequences of including an extra deterministic term that is not required to fit the data?
解释：
Excluding required deterministic terms makes it harder to reject the null, and the power of the test will fall towards zero. On the other hand, including superfluous deterministic terms skews the distribution to the left and also reduces the power of the test.
请问为什么这种情况R方会趋近于零呢？
