# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C)
# for this R-port:
# 1999 - 2007, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
################################################################################
# FUNCTION: MC KINNON'S PROBABILIY AND QUANTILES:
# punitroot Returns cumulative probability for unit root distributions
# qunitroot Returns quantiles for unit root distributions
# unitrootTable Returns McKinnon's unitroot finite sample test table
# FUNCTION: INTERNAL UTILITY FUNCTIONS:
# .strsplitUrcval Implements string split function for S-Plus compatibility
# .urcval Implements unit root statists
# .probsUrcval Implements probability values
# FUNCTION: INTERNAL DATA SETS:
# .urc1 ... .urc12 Statistical values for unitroot data
################################################################################
test.asymptoticUnitroot =
function()
{
# n.sample = 0 | Inf
# trend = c("c", "nc", "ct", "ctt"),
# statistic = c("t", "n")
# Asymptotic quantiles
tol = .Machine$double.eps^0.25
X = c(0.05, 0.10, 0.50, 0.90, 0.95)
Q = qunitroot(X, trend = "c", statistic = "t")
P = punitroot(Q, trend = "c", statistic = "t")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, trend = "nc", statistic = "t")
P = punitroot(Q, trend = "nc", statistic = "t")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, trend = "ct", statistic = "t")
P = punitroot(Q, trend = "ct", statistic = "t")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, trend = "ctt", statistic = "t")
P = punitroot(Q, trend = "ctt", statistic = "t")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, trend = "c", statistic = "n")
P = punitroot(Q, trend = "c", statistic = "n")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, trend = "nc", statistic = "n")
P = punitroot(Q, trend = "nc", statistic = "n")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, trend = "ct", statistic = "n")
P = punitroot(Q, trend = "ct", statistic = "n")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, trend = "ctt", statistic = "n")
P = punitroot(Q, trend = "ctt", statistic = "n")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.finiteSizeUnitroot =
function()
{
# Finite size quantiles - Sample Size = 100
tol = .Machine$double.eps^0.25
X = c(0.05, 0.10, 0.50, 0.90, 0.95)
Q = qunitroot(X, 100, trend = "c", statistic = "t")
P = punitroot(Q, 100, trend = "c", statistic = "t")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, 100, trend = "nc", statistic = "t")
P = punitroot(Q, 100, trend = "nc", statistic = "t")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, 100, trend = "ct", statistic = "t")
P = punitroot(Q, 100, trend = "ct", statistic = "t")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, 100, trend = "ctt", statistic = "t")
P = punitroot(Q, 100, trend = "ctt", statistic = "t")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, 100, trend = "c", statistic = "n")
P = punitroot(Q, 100, trend = "c", statistic = "n")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, 100, trend = "nc", statistic = "n")
P = punitroot(Q, 100, trend = "nc", statistic = "n")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, 100, trend = "ct", statistic = "n")
P = punitroot(Q, 100, trend = "ct", statistic = "n")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
Q = qunitroot(X, 100, trend = "ctt", statistic = "n")
P = punitroot(Q, 100, trend = "ctt", statistic = "n")
print(cbind(Q, P))
checkEqualsNumeric(target = X, current = P, tolerance = tol)
# Return Value:
return()
}
################################################################################
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.