getRho: Normalized rho unit root test statistic

Description Usage Arguments Value Author(s) See Also Examples

Description

Utility function used by UnitRootTest

Usage

1
getRho(ans)

Arguments

ans

output from FitAR

Value

Value of the test statistic

Author(s)

A.I. McLeod

See Also

getT UnitRootTest

Examples

1
2
3
z <- cumsum(rnorm(100))
ans <- FitAR(z, p=1)
getRho(ans)

FitAR documentation built on May 2, 2019, 3:22 a.m.