phi3.critical.function: phi3 critical value
In gnardin/stationarity: Time Series Stationarity Test
Description
Usage
Arguments
Note
Description
Use the DF table for critical values to calculate the phi3 critical value
based on sample size. Use Table A in Enders (2009) and Dickey-Fuller (1976).
Usage
1
phi3.critical.function(size)
Arguments
size
Sample size
Note
Includes only values for significance 0.05
Uses interpolation to calculate the t.critical
Uses maximum sample size of 1000 to calculate the linear interpolation
in the case sample size greater than 500
gnardin/stationarity documentation built on May 17, 2019, 7:29 a.m.
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Description Usage Arguments Note
Description
Use the DF table for critical values to calculate the phi3 critical value based on sample size. Use Table A in Enders (2009) and Dickey-Fuller (1976).
Usage
1 | phi3.critical.function(size)
|
Arguments
size |
Sample size |
Note
Includes only values for significance 0.05
Uses interpolation to calculate the t.critical
Uses maximum sample size of 1000 to calculate the linear interpolation in the case sample size greater than 500
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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