vratio: Function runs the variance ratio unit root test outlined in...
In pwkraft/pmisc: Collection of Convenience Functions For R
Description
Usage
Arguments
Value
Description
Function runs the variance ratio unit root test outlined in Cochrane (1988),
Diebold (1989) and Lo and McKinley (1988) Code is translatet from the original
(at)vratio procedure for RATS by Christopher J. Zorn built: 2013-10-28; Patrick
Kraft
Usage
1
vratio(series, lags = 2)
Arguments
series
time series to test for unit root
lags
number of lags, default is 2
Value
variance ratio test result
pwkraft/pmisc documentation built on May 26, 2019, 11:34 a.m.
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Description Usage Arguments Value
Description
Function runs the variance ratio unit root test outlined in Cochrane (1988), Diebold (1989) and Lo and McKinley (1988) Code is translatet from the original (at)vratio procedure for RATS by Christopher J. Zorn built: 2013-10-28; Patrick Kraft
Usage
1 | vratio(series, lags = 2)
|
Arguments
series |
time series to test for unit root |
lags |
number of lags, default is 2 |
Value
variance ratio test result
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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