unit root MLE test statistic

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

mleur

Examples

1

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

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