interpolpval: Extracting critical value and p-value from Table 1 of...

Description Usage Arguments Value Author(s) References

View source: R/hegy.R

Description

Hylleberg et. al (1990,pp.226-227) offer simulated critical values for seasonal unitr to test. interpolpval() is an internal call and should not be used independently.

Usage

1
interpolpval(code, stat, N, swarn = TRUE)

Arguments

code

Type of HEGY model, this will be automatically identified.

stat

Empirical test statistics.

N

Sample size calculating stat above.

swarn

Logical. Whether the warning message for negative p-value will be returned? The default is TRUE.

Value

table

Table for critical value and p-value.

Author(s)

Ho Tsungwu <tsungwu@cc.shu.edu.tw>, modifed from Javier Lopez-de-Lacalle

References

Hylleberg, S., Engle, R.F., Granger, C.W.J., and Yoo, B.S.(1990) Seasonal integration and cointegration. Journal of Econometrics,44, 215-238.
Javier Lopez-de-Lacalle in https://github.com/cran/uroot/blob/master/R/hegy.R


pdR documentation built on May 30, 2017, 3:24 a.m.

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