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
cusum R Documentation
function to calculate sequence of cusum test statistics by Leybourne, Taylor, and Kim (2006). For internal use only
Description
function to calculate sequence of cusum test statistics by Leybourne, Taylor, and Kim (2006). For internal use only
Usage
cusum(x, trend, m = 0, tau)
memochange documentation built on April 3, 2025, 9:21 p.m.
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| cusum | R Documentation |
function to calculate sequence of cusum test statistics by Leybourne, Taylor, and Kim (2006). For internal use only
Description
function to calculate sequence of cusum test statistics by Leybourne, Taylor, and Kim (2006). For internal use only
Usage
cusum(x, trend, m = 0, 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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