Cook_Vougas_2009_unit_root: Cook and Vougas(2009) nonlinear unit root test function

In NonlinearTSA: Nonlinear Time Series Analysis

Description

This function allows you to make Cook and Vougas(2009) nonlinear unit root test

Usage

Cook_Vougas_2009_unit_root(x, model, max_lags)

Arguments

x	series name,
model	if model A 1, if model B 2, if model C 3, model D 4
max_lags	maximum lag(optimal lag selected by AIC)

Examples

set.seed(12345)
x <- rnorm(1000)
Cook_Vougas_2009_unit_root(x,model=1,max_lags=3)

data(IBM)
Cook_Vougas_2009_unit_root(x=IBM,model=3,max_lags=3)

NonlinearTSA documentation built on Jan. 23, 2021, 5:05 p.m.