dgp_enders1: Generate time series with properties according to Equation 1...
In DataScienceForPublicPolicy/unitrootML: unitrootML - Machine Learning-Based Hypothesis Testing for Time Series
Description
Usage
Arguments
Value
Author(s)
References
Examples
Description
Returns a vector of time series values
Usage
1
dgp_enders1(periods = 100, sd = 1, alpha0 = 1, alpha2 = 0.005, gamma = 1)
Arguments
periods
Number of periods
sd
Standard deviation
alpha0
Alpha0
alpha2
Alpha2
gamma
Gamma
Value
A data frame
Author(s)
Gary Cornwall and Jeffrey Chen
References
Enders, Walter. 2008 Applied econometric time series. New York: Wiley.
Examples
1
dgp_enders1(periods = 200, sd = 1, alpha = 1, alpha2 = 0.005, gamma = 1)
DataScienceForPublicPolicy/unitrootML documentation built on Dec. 17, 2021, 4:07 p.m.
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Description Usage Arguments Value Author(s) References Examples
Description
Returns a vector of time series values
Usage
1 | dgp_enders1(periods = 100, sd = 1, alpha0 = 1, alpha2 = 0.005, gamma = 1)
|
Arguments
periods |
Number of periods |
sd |
Standard deviation |
alpha0 |
Alpha0 |
alpha2 |
Alpha2 |
gamma |
Gamma |
Value
A data frame
Author(s)
Gary Cornwall and Jeffrey Chen
References
Enders, Walter. 2008 Applied econometric time series. New York: Wiley.
Examples
1 | dgp_enders1(periods = 200, sd = 1, alpha = 1, alpha2 = 0.005, gamma = 1)
|
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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