commons: Common functions

In mlincon/pvurt: P-value for augmented Dickey-Fuller unit root test

Description

Common functions used by top level functions.

Usage

computePValueMain(object, n, model = c("gam", "poly"), type = c("nc",
  "c", "ct"), d = NULL)

modelName(type, model, d)

Arguments

object	Numeric value or an object (fHTEST, ur.df or htest) for which p-value needs to approximated.
n	Sample size.
model	The model type to be used for approximation. Available is GAM and polynomial regression. If gam is chosen, then d has no effect.
type	The type of unit root test. Currently supports: nc for test without drift and trend, c for test with only drift and ct for test with both drift and trend.
d	The degree for polynomial. d must be ≥q 3 and ≤q 6. If gam is chosen, then d has no effect.

Details

modelName generates the name of function based on the arguments model, type and d (when model = "poly").
computePValueMain is called by the other top level functions to approximate the p-value.

mlincon/pvurt documentation built on June 8, 2021, 4:14 p.m.