resid.tests.PR: Internal procedure for calculating test statistics from...
In d9d6ka/RANEPA-R: Set of unit root and cointegration tests
View source: R/coint.test.PR.R
resid.tests.PR R Documentation
Internal procedure for calculating test statistics from
Perron-Rodriguez (2016)
Description
Internal procedure for calculating test statistics from
Perron-Rodriguez (2016)
Usage
## S3 method for class 'tests.PR'
resid(ud, min.lag, max.lag, c.bar, deter)
Arguments
ud
A vector of residuals for testing.
min.lag, max.lag
Minimum and maximum lag number.
c.bar
A c parameter used for GLS detrending purposes.
deter
A value equal to
1: quasi-demeaned y and x,
2: quasi-detrended y and x,
3: quasi-demeaned y and quasi-detrended x.
Value
A list of:
7x1-matrix of test statistics values,
estimated number of lags.
d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.
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View source: R/coint.test.PR.R
| resid.tests.PR | R Documentation |
Internal procedure for calculating test statistics from Perron-Rodriguez (2016)
Description
Internal procedure for calculating test statistics from Perron-Rodriguez (2016)
Usage
## S3 method for class 'tests.PR'
resid(ud, min.lag, max.lag, c.bar, deter)
Arguments
ud |
A vector of residuals for testing. |
min.lag, max.lag |
Minimum and maximum lag number. |
c.bar |
A |
deter |
A value equal to
|
Value
A list of:
7x1-matrix of test statistics values,
estimated number of lags.
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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