Test of unit root against SETAR alternative with

Description

Test of unit root against a stationnary 3 regime SETAR alternative with random walk in the inner regime

Usage

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 KapShinTest(x, m=1, series, include = c("none","const", "trend", "both"), 
  c=3, delta=0.5, points=NULL,minObsMid=10, 
  trick=c("for", "apply", "mapply"), trace=FALSE)

Arguments

x

time series

m

Number of lags under the alternative

series

time series name (optional)

include

Whether data should be raw, de-meaned or de-meaned and de-trended

c

Argument for the grid search. See details

delta

Argument for the grid search. See details

points

Points for the grid search. See details

minObsMid

Minimal number of observations in the inner regime

trick

type of internal function used

trace

should additional infos be printed? (logical)

Details

This function is currently spurious.

Value

A object of class KapShin2006Test containing:

statistic

The three (SupW, AvgW, ExpW) test statistics computed

case

Whether the data was transformed, corresponds to input argument include

series

The name of the series

Author(s)

Matthieu Stigler

See Also

BBCTest for a similar test. setarTest for a test with stationarity as a null.

Examples

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KapShinTest(lynx, m=1, trace=FALSE, include="none", points=10)

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