get.cv.KPSS.2p: Critical values for KPSS test with 2 breaks

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

Critical values for KPSS test with 2 breaks

Description

Auxiliary function returning pre-calculated critical values for KPSS.2.breaks

Usage

get.cv.KPSS.2p(model, break.point, n.obs)

Arguments

model	A scalar equal to 1: for the AA (without trend) model, 2: for the AA (with trend) model, 3: for the BB model, 4: for the CC model, 5: for the AC-CA model.
break.point	Position of the break point.
n.obs	Number of observations.

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.