KPSS: Auxiliary function returning KPSS statistic value.

View source: R/Utils.R

KPSSR Documentation

Auxiliary function returning KPSS statistic value.

Description

Auxiliary function returning KPSS statistic value.

Usage

KPSS(resids, variance)

Arguments

resids

A series of residuals.

variance

A value of the long-run variance.


d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.