pool: Pooling Function for PANIC (2010)
In Stevo15025/PANICr: PANIC Tests of Nonstationarity
pool R Documentation
Pooling Function for PANIC (2010)
Description
This function find the P values for the pooled test in PANIC (2010)
Usage
pool(p_values,test_values)
Arguments
p_values
a data frame containing the p values
test_values
a matrix of adf test values to be pooled
Value
adf31a a numeric vector of the fisher sum of the p-values
adf31b a numeric vector containing the critical value of the pooling test
Stevo15025/PANICr documentation built on Sept. 7, 2024, 4:30 p.m.
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| pool | R Documentation |
Pooling Function for PANIC (2010)
Description
This function find the P values for the pooled test in PANIC (2010)
Usage
pool(p_values,test_values)
Arguments
p_values |
a data frame containing the p values |
test_values |
a matrix of adf test values to be pooled |
Value
adf31a a numeric vector of the fisher sum of the p-values
adf31b a numeric vector containing the critical value of the pooling test
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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