poolcoint: Pooling Function for Cointegration test PANIC (2004)
In Stevo15025/PANICr: PANIC Tests of Nonstationarity
poolcoint R Documentation
Pooling Function for Cointegration test PANIC (2004)
Description
This function find the P values for the pooled cointegration test in PANIC (2010)
Usage
poolcoint(a,x,r)
Arguments
a
A matrix containing the p values
x
A matrix containing the adf test to be pooled
r
An integer for the number of factors determined by getnfac()
Value
pvala a numeric vector of the fisher sum of the p-values for the cointegration test
pvalb a numeric vector containing the critical value of the cointegration test
Stevo15025/PANICr documentation built on Sept. 7, 2024, 4:30 p.m.
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| poolcoint | R Documentation |
Pooling Function for Cointegration test PANIC (2004)
Description
This function find the P values for the pooled cointegration test in PANIC (2010)
Usage
poolcoint(a,x,r)
Arguments
a |
A matrix containing the p values |
x |
A matrix containing the adf test to be pooled |
r |
An integer for the number of factors determined by getnfac() |
Value
pvala a numeric vector of the fisher sum of the p-values for the cointegration test
pvalb a numeric vector containing the critical value of the cointegration 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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