Fast exact MLE unit root test

Description

Implements fast unit root test using response surface

Usage

1
mleur(y, type = c("p", "n")) 

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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