mleur: Fast exact MLE unit root test
In mleur: Maximum likelihood unit root test
Description
Usage
Arguments
Details
Value
Author(s)
Examples
Description
Implements fast unit root test using response surface
Usage
1
Arguments
y
time series
type
default "p" for pivotal statistic, otherwise the normalized
statistic is used
Details
In paper.
Value
a vector of length 4 with named elements:
c("test statistic", "1
Author(s)
A.I. McLeod and Hao Yu
Examples
1
mleur documentation built on May 1, 2019, 7:31 p.m.
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Description Usage Arguments Details Value Author(s) Examples
Description
Implements fast unit root test using response surface
Usage
1 |
Arguments
y |
time series |
type |
default "p" for pivotal statistic, otherwise the normalized statistic is used |
Details
In paper.
Value
a vector of length 4 with named elements: c("test statistic", "1
Author(s)
A.I. McLeod and Hao Yu
Examples
1 |
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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