BT: function to calculate sequence of test statistics by Busetti...
In memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
BT R Documentation
function to calculate sequence of test statistics by Busetti and Taylor (2004). For internal use only.
Description
function to calculate sequence of test statistics by Busetti and Taylor (2004). For internal use only.
Usage
BT(x, trend, tau)
memochange documentation built on April 3, 2025, 9:21 p.m.
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| BT | R Documentation |
function to calculate sequence of test statistics by Busetti and Taylor (2004). For internal use only.
Description
function to calculate sequence of test statistics by Busetti and Taylor (2004). For internal use only.
Usage
BT(x, trend, tau)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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