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inst/book-ex/Rcode-6-1.R
In urca: Unit Root and Cointegration Tests for Time Series Data
set.seed(123456)
e <- rnorm(500)
## trend
trd <- 1:500
S <- c(rep(0, 249), rep(1, 251))
## random walk with drift
y1 <- 0.1*trd + cumsum(e)
## random walk with drift and shift
y2 <- 0.1*trd + 10*S + cumsum(e)
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urca documentation built on Sept. 9, 2022, 3:06 p.m.
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set.seed(123456)
e <- rnorm(500)
## trend
trd <- 1:500
S <- c(rep(0, 249), rep(1, 251))
## random walk with drift
y1 <- 0.1*trd + cumsum(e)
## random walk with drift and shift
y2 <- 0.1*trd + 10*S + cumsum(e)
Try the urca package in your browser
Any scripts or data that you put into this service are public.
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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