lagselection.BIC: BIC laglegth selection
In ottosven/urtrend: Unit Root Testing with Slowly Varying Trends
Description
Usage
Arguments
Value
Examples
View source: R/teststatistics.R
Description
Returns the laglength in the prewhitening regression for which the BIC criterion is minimized.
Usage
1
lagselection.BIC(y, Pmax = 5)
Arguments
y
Vector of time series values to be pre-whitened.
Pmax
Maximum lag length to be considered.
Value
Lag length determined by the BIC criterion.
Examples
1
lagselection.BIC(rnorm(100))
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
Returns the laglength in the prewhitening regression for which the BIC criterion is minimized.
Usage
1 | lagselection.BIC(y, Pmax = 5)
|
Arguments
y |
Vector of time series values to be pre-whitened. |
Pmax |
Maximum lag length to be considered. |
Value
Lag length determined by the BIC criterion.
Examples
1 | lagselection.BIC(rnorm(100))
|
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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