Nothing
Chow.Denning <-
function(y,kvec)
{
y <- as.matrix(y)
n <- nrow(y)
mq <- matrix(NA, nrow=length(kvec), ncol=2)
for (i in 1:length(kvec))
{
k <- kvec[i]
LM <- LM_stat(y,k)
mq[i,] <- cbind(LM$LM1,LM$LM2)
}
mv1 <- max(abs(mq[,1]))
mv2 <- max(abs(mq[,2]))
alpha <- c(0.1,0.05,0.01)
per <- 0.5*( 1-(1-alpha)^(1/length(kvec)))
crit <- qnorm(1-per)
return(list(Holding.Periods=kvec,CD1=mv1,CD2=mv2,Critical.Values_10_5_1_percent=crit))
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.