cusum: function to calculate sequence of cusum test statistics by...
In memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
Description
function to calculate sequence of cusum test statistics by Leybourne, Taylor, and Kim (2006). For internal use only
Usage
1
cusum(x, trend, m = 0, tau)
memochange documentation built on July 27, 2020, 1:09 a.m.
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Description
function to calculate sequence of cusum test statistics by Leybourne, Taylor, and Kim (2006). For internal use only
Usage
1 | cusum(x, trend, m = 0, tau)
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memochange documentation built on July 27, 2020, 1:09 a.m.
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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