supLMQur: Tabulated Critical Values for the Unit Root IMA vs TARMA test
In tseriesTARMA: Analysis of Nonlinear Time Series Through Threshold Autoregressive Moving Average Models (TARMA) Models
supLMQur R Documentation
Tabulated Critical Values for the Unit Root IMA vs TARMA test
Description
\loadmathjax
The data provides asymptotic null critical
values for the unit root supLM test described in \insertCiteCha24tseriesTARMA.
They are used with the following tests:
-
TARMAur.test
-
TARMAur.test.B
Provided pb = 1- pa.
Usage
supLMQur
Format
supLMQur
A 4-dimensional array that contains 4 critical values (at level 10%, 5%, 1%, 0.1%)
for each combination of
paLower bound for the threshold range. From 0.01 to 0.4
thMA(1) parameter.
nSample size.
Source
\insertRefCha24tseriesTARMA
tseriesTARMA documentation built on Oct. 8, 2024, 5:11 p.m.
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| supLMQur | R Documentation |
Tabulated Critical Values for the Unit Root IMA vs TARMA test
Description
\loadmathjaxThe data provides asymptotic null critical values for the unit root supLM test described in \insertCiteCha24tseriesTARMA. They are used with the following tests:
-
TARMAur.test -
TARMAur.test.B
Provided pb = 1- pa.
Usage
supLMQur
Format
supLMQur
A 4-dimensional array that contains 4 critical values (at level 10%, 5%, 1%, 0.1%) for each combination of
paLower bound for the threshold range. From 0.01 to 0.4
thMA(1) parameter.
nSample size.
Source
\insertRefCha24tseriesTARMA
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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