robust.tests.single: A wrapping function around MDF.single.
In d9d6ka/RANEPA-R: Set of unit root and cointegration tests
robust.tests.single R Documentation
A wrapping function around MDF.single.
Description
A wrapping function around MDF.single.
Usage
robust.tests.single(
y,
const = FALSE,
trend = FALSE,
season = FALSE,
trim = 0.15
)
Arguments
y
A time series of interest.
const, trend
Whether the constant term and trend should be included.
season
Whether the seasonal adjustment is needed.
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.
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| robust.tests.single | R Documentation |
A wrapping function around MDF.single.
Description
A wrapping function around MDF.single.
Usage
robust.tests.single(
y,
const = FALSE,
trend = FALSE,
season = FALSE,
trim = 0.15
)
Arguments
y |
A time series of interest. |
const, trend |
Whether the constant term and trend should be included. |
season |
Whether the seasonal adjustment is needed. |
trim |
Trimming value for a possible break date bounds. |
Details
The code provided is the original Ox code by Skrobotov (2018) ported to R.
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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