glsd: General Least Squares Detrending
In Stevo15025/PANICr: PANIC Tests of Nonstationarity
Description
Usage
Arguments
Value
Description
This function detrends the data by general least squares.
Usage
1
glsd(y,p)
Arguments
y
A matrix containing the data to be detrended
p
An integer with value of either 0 or 1 which decides the value of the penalty term, chat.
This is either either -7 or -13.5, respectively
Value
yt A matrix of the detrended data
Stevo15025/PANICr documentation built on May 9, 2019, 3:08 p.m.
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Description Usage Arguments Value
Description
This function detrends the data by general least squares.
Usage
1 | glsd(y,p)
|
Arguments
y |
A matrix containing the data to be detrended |
p |
An integer with value of either 0 or 1 which decides the value of the penalty term, chat. This is either either -7 or -13.5, respectively |
Value
yt A matrix of the detrended data
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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