crit: Simulated Monte Carlo critical values

Description Usage Format Source Examples

Description

A dataset containing simulated critical values for up to 600 observations based on default minimum window. The critical values have been simulated and stored as data to save computation time for the user. The stored critical values can be obtained with the mc_cv() function, using the 'seed = 123'.

Usage

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Format

A list with lower level lists that contain

adf_cv:

Augmented Dickey-Fuller

badf_cv:

Backward Augmented Dickey-Fuller

sadf_cv:

Supremum Augmented Dickey-Fuller

bsadf_cv:

Backward Supremum Augmented Dickey-Fuller

gsadf_cv:

Generalized Supremum Augmented Dickey Fuller

Source

simulated from exuber package function mc_cv()

Examples

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## Not run: 
all.equal(crit[[50]], mc_cv(50, seed = 123))

## End(Not run)

kvasilopoulos/exuberdata documentation built on Nov. 13, 2019, 12:34 a.m.