Description Usage Arguments Value
This function find the P values for the pooled cointegration test in PANIC (2010)
1 | poolcoint(a,x,r)
|
a |
A matrix containing the p values |
x |
A matrix containing the adf test to be pooled |
r |
An integer for the number of factors determined by getnfac() |
pvala a numeric vector of the fisher sum of the p-values for the cointegration test
pvalb a numeric vector containing the critical value of the cointegration test
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