GLS.bt: GLS fitering with a break
In d9d6ka/RANEPA-R: Set of unit root and cointegration tests
GLS.bt R Documentation
GLS fitering with a break
Description
GLS fitering with a break
Usage
GLS.bt(y, lambda, c)
Arguments
y
A time series of interest.
lambda
A break relative position.
c
A coefficient for \rho calculation.
d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.
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| GLS.bt | R Documentation |
GLS fitering with a break
Description
GLS fitering with a break
Usage
GLS.bt(y, lambda, c)
Arguments
y |
A time series of interest. |
lambda |
A break relative position. |
c |
A coefficient for |
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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