mlincon/pvurt: P-value for augmented Dickey-Fuller unit root test
Approximate p-value for augmented Dickey-Fuller unit root test. The package has been created as part of the author's master thesis.
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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 1.0.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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