HLTmin: function to calculate sequence of minimum test statistics by...

In memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence

function to calculate sequence of minimum test statistics by Harvey, Leybourne, and Taylor (2006). For internal use only

Description

function to calculate sequence of minimum test statistics by Harvey, Leybourne, and Taylor (2006). For internal use only

Usage

HLTmin(x, trend, z, tau)

memochange documentation built on April 3, 2025, 9:21 p.m.