get.cv.coint.conf.sets: Critical values for break point confidence intervals
In d9d6ka/RANEPA-R: Set of unit root and cointegration tests
View source: R/critical.values.R
get.cv.coint.conf.sets R Documentation
Critical values for break point confidence intervals
Description
Auxiliary function returning pre-calculated critical values for
coint.conf.sets
Usage
get.cv.coint.conf.sets(lambda, trend, conf.level, p_zb, p_zf)
Arguments
lambda
Relative break point position.
trend
Whether thern is to be included.
conf.level
Confidense level.
p_zb
Number of variables with breaks.
p_zf
Number of variables without breaks.
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.
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View source: R/critical.values.R
| get.cv.coint.conf.sets | R Documentation |
Critical values for break point confidence intervals
Description
Auxiliary function returning pre-calculated critical values for coint.conf.sets
Usage
get.cv.coint.conf.sets(lambda, trend, conf.level, p_zb, p_zf)
Arguments
lambda |
Relative break point position. |
trend |
Whether thern is to be included. |
conf.level |
Confidense level. |
p_zb |
Number of variables with breaks. |
p_zf |
Number of variables without breaks. |
Details
The function is not intended to be used directly so it's not exported.
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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