Files in d9d6ka/RANEPA-R

Set of unit root and cointegration tests

R/ADF.test.R R/ADF.test.S.R R/KPSS.1.break.R R/KPSS.2.breaks.R R/KPSS.HLT.R R/KPSS.N.breaks.R R/MDF.CHLT.R R/MDF.multiple.R R/MDF.single.R R/PY.sequential.R R/PY.single.R R/SADF.bootstrap.test.R R/SADF.test.R R/SSR.matrix.R R/STADF.test.R R/Utils.Estimates.R R/Utils.R R/Utils.Segments.R R/Utils.Variables.R R/VECM.test.R R/coint.conf.sets.R R/coint.test.GH.R R/coint.test.PR.R R/critical.values.R R/eos.break.test.R R/info.criterion.R R/lr.var.R R/print.results.R R/robust.tests.R R/sb.GSADF.test.R R/weighted.SADF.test.R README-EN.md README-RU.md README.md breaktest-manual-ru.pdf breaktest-manual.pdf man/ADF.test.Rd man/ADF.test.S.Rd man/AR.Rd man/DOLS.1.break.Rd man/DOLS.N.breaks.Rd man/DOLS.vars.N.breaks.Rd man/GLS.Rd man/GLS.bt.Rd man/KP.Rd man/KPSS.1.break.Rd man/KPSS.1.break.unknown.Rd man/KPSS.2.breaks.Rd man/KPSS.2.breaks.unknown.Rd man/KPSS.HLT.Rd man/KPSS.N.breaks.Rd man/KPSS.N.breaks.bootstrap.Rd man/KPSS.Rd man/MDF.CHLT.Rd man/MDF.multiple.Rd man/MDF.single.Rd man/MZ.statistic.Rd man/NW.estimation.Rd man/NW.kernel.Rd man/NW.loocv.Rd man/NW.volatility.Rd man/OLS.Rd man/PY.sequential.Rd man/PY.single.Rd man/SADF.bootstrap.test.Rd man/SADF.test.Rd man/SSR.matrix.Rd man/SSR.recursive.Rd man/STADF.test.Rd man/VECM.logl.Rd man/VECM.test.Rd man/coint.conf.sets.Rd man/coint.test.GH.Rd man/coint.test.PR.Rd man/determinants.KPSS.1.break.Rd man/determinants.KPSS.2.breaks.Rd man/determinants.KPSS.N.breaks.Rd man/detrend.recursively.Rd man/diffn.Rd man/eos.break.test.Rd man/get.cv.KPSS.1p.Rd man/get.cv.KPSS.2p.Rd man/get.cv.coint.conf.sets.Rd man/get.p.values.SADF.Rd man/info.criterion.Rd man/lagn.Rd man/lr.var.Rd man/print.sadf.Rd man/reindex.CT.Rd man/rescale.CPST.Rd man/resid.tests.PR.Rd man/robust.tests.multiple.Rd man/robust.tests.single.Rd man/sb.GSADF.test.Rd man/seasonal.dummies.Rd man/segments.GLS.Rd man/segments.OLS.1.break.Rd man/segments.OLS.2.breaks.Rd man/segments.OLS.N.breaks.Rd man/select.lead.lag.KS.Rd man/supBZ.statistic.Rd man/supSBADF.statistic.Rd man/weighted.SADF.test.Rd tools/cvals_break_date_cset.R tools/cvals_coint_gh.R tools/cvals_gsadf.R tools/cvals_kp.R tools/cvals_kpss_1p.R tools/cvals_kpss_2p.R tools/export.R tools/hbm.sim.R tools/test_data.R tools/test_data2.R tools/test_data3.R