mleur-package: Maximum likelihood unit root test

In mleur: Maximum likelihood unit root test

Description

Support for mle unit root tests

Details

Package:	mleur
Type:	Package
Version:	1.0-6
Date:	2013-12-9
License: GPL (>= 2)
LazyLoad:	yes

Author(s)

A. I. McLeod, Hao Yu and Ying Zhang

Maintainer: Ian McLeod <[e-mail]>

Examples

#Example 1. Analysis of money velocity
library(lattice)
xyplot(vel, lwd=1.5, type="b", cex=0.7, pch=16, aspect=0.8,
 xlab="year", ylab="money velocity")
mleurDiag(vel)
mleur(vel)
dftest(vel)
ar1est(vel)
ar1est(vel, method="LSE")
#
#Example 2. 
#Difference in BAA and AAA corporate bonds 
library(lattice)
xyplot(DiffBA, lwd=1.5, type="b", cex=0.7, pch=16, aspect=0.8,
 xlab="year", ylab="money velocity")
mleurDiag(DiffBA)
mleur(DiffBA)
dftest(DiffBA)
ar1est(DiffBA)
ar1est(DiffBA, method="LSE")

mleur documentation built on May 1, 2019, 7:31 p.m.