mccrackendata: Critical values for oos-t test from McCracken (2007)
In grayclhn/oosanalysis-R-library: Pseudo out-of-sample forecasting
Description
Usage
Format
References
See Also
Description
This data set reproduces tables 1, 2, and 3 from McCracken (2007).
The function mccracken_criticalvalue can be used to retrieve
specific values.
Usage
1
Format
A list of arrays.
References
McCracken, M. 2007, Asymptotics for out of sample tests of Granger
causality. Journal of Econometrics, 140(2): 719-752.
See Also
grayclhn/oosanalysis-R-library documentation built on May 17, 2019, 8:33 a.m.
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Description Usage Format References See Also
Description
This data set reproduces tables 1, 2, and 3 from McCracken (2007).
The function mccracken_criticalvalue can be used to retrieve
specific values.
Usage
1 |
Format
A list of arrays.
References
McCracken, M. 2007, Asymptotics for out of sample tests of Granger causality. Journal of Econometrics, 140(2): 719-752.
See Also
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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