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
HLTmin R Documentation
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.
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| HLTmin | R Documentation |
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)
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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