robust.tests.multiple: A wrapping function around KP and MDF.multiple.

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

A wrapping function around KP and MDF.multiple.

Description

A wrapping function around KP and MDF.multiple.

Usage

robust.tests.multiple(
  y,
  const = FALSE,
  season = FALSE,
  breaks = 2,
  trim = 0.15
)

Arguments

y	A series of interest.
const	Whether the constant term should be included.
season	Whether the seasonal adjustment is needed.
breaks	Number of breaks.
trim	Trimming value for a possible break date bounds.

Details

The code provided is the original Ox code by Skrobotov (2018) ported to R.

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