get.prewhitened: Prewhitened series
In ottosven/urtrend: Unit Root Testing with Slowly Varying Trends

Returns the prewhitened series given some lag length.

1	get.prewhitened(y, p = 1)

`y`	Vector of time series values to be pre-whitened.
`p`	Lag length of the AR model.

A vector containing the values of the pre-whitened series.

1 2	get.prewhitened(rnorm(100)) get.prewhitened(arima.sim(list(order=c(1,0,1), ar=.5, ma=.0), n = 100))

ottosven/urtrend documentation built on June 20, 2021, 10:54 a.m.

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