get.crit.FB: Critical values for the fixed-b unit root test
In ottosven/urtrend: Unit Root Testing with Slowly Varying Trends
Description
Usage
Arguments
Value
Examples
View source: R/teststatistics.R
Description
Provides critical values for the fixed-b unit root test for a given relative blocklength for different significance levels.
Usage
1
get.crit.FB(b)
Arguments
b
Relative blocklength.
Value
A list containing the following components:
crit.values
A vector of critical values for different significance levels.
rel.blocklength
The relative blocklength for which the critical values are reported. If the critical values for the input value of b are not available, the nearest available value is considered.
Examples
1
2
get.crit.FB(0.2)
get.crit.FB(0.48)
ottosven/urtrend documentation built on June 20, 2021, 10:54 a.m.
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Description Usage Arguments Value Examples
View source: R/teststatistics.R
Description
Provides critical values for the fixed-b unit root test for a given relative blocklength for different significance levels.
Usage
1 | get.crit.FB(b)
|
Arguments
b |
Relative blocklength. |
Value
A list containing the following components:
crit.values |
A vector of critical values for different significance levels. |
rel.blocklength |
The relative blocklength for which the critical values are reported. If the critical values for the input value of b are not available, the nearest available value is considered. |
Examples
1 2 | get.crit.FB(0.2)
get.crit.FB(0.48)
|
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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