Description Usage Arguments Value Examples
This function uses the Phillips-Perron Unit Root Test to determine whether a trend is required for a VAR model based on the given matrix of endogenous variables and the given lag. All variables are assessed individually. This function returns TRUE
if any of the endogenous variables requires a trend.
1 | needs_trend(endo_matrix, lag)
|
endo_matrix |
The matrix of endogenous variables in the model. |
lag |
An integer specifying the lag length of the model. |
A boolean indicating whether a trend is required for the specified VAR model.
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