mleur: Maximum likelihood unit root test
Version 1.0-6

Provides functions for unit root testing using MLE method

Browse man pages Browse package API and functions Browse package files

AuthorA. I. McLeod, Hao Yu and Ying Zhang
Date of publication2013-12-12 01:21:08
MaintainerIan McLeod <aimcleod@uwo.ca>
LicenseGPL (>= 2)
Version1.0-6
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mleur")

Man pages

ar1est: MLE or LSE for AR(1) parameter. Sample mean correction used...
dftest: Dickey-Fuller test
DiffBA: Bond yield differences, annual
GetPower: Simulation function to compute power for AR(1) alternative
mctest: Monte-Carlo unit root test
mleur: Fast exact MLE unit root test
mleurDiag: Diagnostic checks for mleur test
mleur-package: Maximum likelihood unit root test
simar1: Simulate AR(1)
testStatUM: unit root MLE test statistic
vel: Velocity of money, 1869-1970, Nelson

Functions

DiffBA Man page
GetPower Man page Source code
ar1est Man page Source code
dftest Man page Source code
mctest Man page Source code
mleur Man page Source code
mleur-package Man page
mleurDiag Man page Source code
simar1 Man page Source code
testStatUM Man page Source code
vel Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/index.html
inst/doc/TableComparisonMCT.pdf
inst/doc/ExampleDiffBA.R
inst/doc/NEWS
inst/doc/Table.r
inst/doc/ExampleVel.R
inst/doc/index_files
inst/doc/index_files/themedata.thmx
inst/doc/index_files/colorschememapping.xml
inst/doc/index_files/filelist.xml
inst/doc/Table.pdf
NAMESPACE
data
data/vel.rda
data/DiffBA.rda
R
R/simar1.R
R/testStatUM.R
R/mleur.R
R/GetPower.R
R/mctest.R
R/ar1est.R
R/mleurDiag.R
R/dftest.R
MD5
DESCRIPTION
man
man/mleurDiag.Rd
man/mleur.Rd
man/dftest.Rd
man/GetPower.Rd
man/mctest.Rd
man/DiffBA.Rd
man/simar1.Rd
man/ar1est.Rd
man/testStatUM.Rd
man/vel.Rd
man/mleur-package.Rd
mleur documentation built on May 19, 2017, 7:31 a.m.