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## run tests for cipstest()
library(plm)
data("Produc", package = "plm")
Produc <- pdata.frame(Produc, index=c("state", "year"))
# truncated = FALSE (default)
cipstest(Produc$gsp, type = "trend", model = "cmg")
cipstest(Produc$gsp, type = "drift", model = "cmg")
cipstest(Produc$gsp, type = "none", model = "cmg")
cipstest(Produc$gsp, type = "trend", model = "mg")
cipstest(Produc$gsp, type = "drift", model = "mg")
cipstest(Produc$gsp, type = "none", model = "mg")
cipstest(Produc$gsp, type = "trend", model = "dmg")
cipstest(Produc$gsp, type = "drift", model = "dmg")
cipstest(Produc$gsp, type = "none", model = "dmg")
# truncated = TRUE
cipstest(Produc$gsp, type = "trend", model = "cmg", truncated = TRUE)
cipstest(Produc$gsp, type = "drift", model = "cmg", truncated = TRUE)
cipstest(Produc$gsp, type = "none", model = "cmg", truncated = TRUE)
cipstest(Produc$gsp, type = "trend", model = "mg", truncated = TRUE)
cipstest(Produc$gsp, type = "drift", model = "mg", truncated = TRUE)
cipstest(Produc$gsp, type = "none", model = "mg", truncated = TRUE)
cipstest(Produc$gsp, type = "trend", model = "dmg", truncated = TRUE)
cipstest(Produc$gsp, type = "drift", model = "dmg", truncated = TRUE)
cipstest(Produc$gsp, type = "none", model = "dmg", truncated = TRUE)
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