HLT: function to calculate unit root test to adjust test statistic...
In memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
HLT R Documentation
function to calculate unit root test to adjust test statistic as suggested by Harvey, Leybourne, and Taylor (2006).
Description
function to calculate unit root test to adjust test statistic as suggested by Harvey, Leybourne, and Taylor (2006).
Usage
HLT(x, trend, z)
memochange documentation built on April 3, 2025, 9:21 p.m.
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| HLT | R Documentation |
function to calculate unit root test to adjust test statistic as suggested by Harvey, Leybourne, and Taylor (2006).
Description
function to calculate unit root test to adjust test statistic as suggested by Harvey, Leybourne, and Taylor (2006).
Usage
HLT(x, trend, z)
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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