get.cv.KPSS.1p: Critical values for KPSS test with 1 break

In d9d6ka/RANEPA-R: Set of unit root and cointegration tests

Critical values for KPSS test with 1 break

Description

Auxiliary function returning pre-calculated critical values for KPSS.1.break

Usage

get.cv.KPSS.1p(model, break.point, n.obs, k)

Arguments

model	A scalar equal to 1: for model An, 2: for model A, 3: for model B, 4: for model C, 5: for model D, 6: for model E.
break.point	Position of the break point.
n.obs	Number of observations.
k	Number of RHS variables.

Details

The function is not intended to be used directly so it's not exported.

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