Man pages for mleur
Maximum likelihood unit root test
| 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 |
