Description Usage Arguments Value See Also Examples
Printing objects of class "cointmonitoR"
.
1 2 |
x |
[ |
... |
ignored |
digits |
[ |
The invisible x
object.
Other cointmonitoR: monitorCointegration
,
monitorStationarity
,
plot.cointmonitoR
1 2 3 4 5 6 7 8 9 10 11 12 13 | set.seed(42)
test = monitorStationarity(rnorm(100), m = 0.5)
print(test)
x = data.frame(x1 = cumsum(rnorm(200)), x2 = cumsum(rnorm(200)))
eps1 = rnorm(200, sd = 2)
eps2 = c(eps1[1:100], cumsum(eps1[101:200]))
y1 = x$x1 - x$x2 + 10 + eps1
y2 = x$x1 - x$x2 + 10 + eps2
test1 = monitorCointegration(x = x, y = y1, m = 0.5, model = "FM")
print(test1)
test2 = monitorCointegration(x = x, y = y2, m = 0.5, model = "FM")
print(test2)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.