vel: Velocity of money, 1869-1970, Nelson

In mleur: Maximum likelihood unit root test

Description

Component in the famous dataset of Nelson and Plosser. Available in the urca package.

Usage

data(vel)

Format

The format is: Time-Series [1:102] from 1869 to 1970: 5.61 5.16 4.63 5.05 4.95 4.71 4.46 4.65 ...

Source

See example 1 below.

Examples

#Example 1: Data source:
data(nporg, package="urca")
testdata <- na.omit(nporg[, c("year", "vel")])
vel <- ts(testdata[,"vel"], start=testdata[1,1], freq=1)
#
mleurDiag(vel)
dftest(vel)
mleur(vel)

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