lookupCVtable | R Documentation |
Function for looking up tabulated critical values and associated p-values,Hylleberg et. al (1990, Table 1a and Table 1b).
lookupCVtable(code)
code |
Type of HEGY model, this will be automatically identified. |
table |
Table for critical value and p-value. |
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, modifed from Javier Lopez-de-Lacalle
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
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