testStatUM: unit root MLE test statistic
In mleur: Maximum likelihood unit root test
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Examples
Description
Computes the MLE unit root test statistic.
Usage
1
testStatUM(y, type = c("p", "n"))
Arguments
y
time series
type
default "p" for pivotal statistic, otherwise the normalized
statistic is used
Details
See paper.
Value
the test statistic
Author(s)
A.I. McLeod
See Also
Examples
1
mleur documentation built on May 1, 2019, 7:31 p.m.
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Description Usage Arguments Details Value Author(s) See Also Examples
Description
Computes the MLE unit root test statistic.
Usage
1 | testStatUM(y, type = c("p", "n"))
|
Arguments
y |
time series |
type |
default "p" for pivotal statistic, otherwise the normalized statistic is used |
Details
See paper.
Value
the test statistic
Author(s)
A.I. McLeod
See Also
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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