Nothing
Lo.Mac <-
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)
}
VR <- mq
rownames(VR) <- paste("k=",kvec,sep="")
colnames(VR) <- c("M1","M2")
return(list(Stats=VR))
#return(list(Holding.Periods=kvec,M1.stat=mq[,1],M2.stat=mq[,2]))
}
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