adf.lag: Seleciona a defasagem para o teste ADF
In santoscs/niemd: Nucleo da Inflacao com Decomposicao de Modo Empirico (EMD)
Description
Usage
Arguments
Value
Description
Seleciona a defasagem para o teste ADF segundo o criterio
AIC ou BIC para um maximo de defasagens
Usage
1
2
Arguments
y
The vector tested for a unit root
type
Test type, either "none", "drift" or "trend".
lag.max
The maximum number of lags considered
selectlags
Lag selection can be achieved according to the Akaike "AIC" or the Bayes "BIC" information criteria.
Value
A defasagem selecionda
santoscs/niemd documentation built on May 29, 2019, 1:48 p.m.
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Description Usage Arguments Value
Description
Seleciona a defasagem para o teste ADF segundo o criterio AIC ou BIC para um maximo de defasagens
Usage
1 2 |
Arguments
y |
The vector tested for a unit root |
type |
Test type, either "none", "drift" or "trend". |
lag.max |
The maximum number of lags considered |
selectlags |
Lag selection can be achieved according to the Akaike "AIC" or the Bayes "BIC" information criteria. |
Value
A defasagem selecionda
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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