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R: Hylleberg, Engle, Granger and Yoo Test for Seasonal Unit...
...Engle, Granger and Yoo Test for Seasonal Unit Roots Description Hylleberg, Engle, Granger and Yoo (HEGY) test statistics for the null hypothesis seasonal unit roots. Usage hegy.test(x, deterministic...
/CRAN/refmans/uroot/html/hegy-test.html
cran-help matching:
:engle, engle, :granger, granger and mackinnon |
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R: Cointegration Test
...Cointegration Test Description Performs Engle-Granger(or EG) tests for the null hypothesis that two or more time series, each of which is I(1), are not cointegrated. Usage coint.test(y, X, d = 0, nlag...
/CRAN/refmans/aTSA/html/coint.test.html
cran-help matching:
engle, granger and mackinnon |
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R: Elliott, Rothenberg and Stock Unit Root Test
...Rothenberg and Stock Unit Root Test Description Performs the Elliott, Rothenberg and Stock unit root test. Usage ur.ers(y, type = c("DF-GLS", "P-test"), model = c("constant", "trend"), lag.max = 4)...
/CRAN/refmans/urca/html/ur.ers.html
cran-help matching:
engle, granger and mackinnon |
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R: Phillips and Perron Unit Root Test
...Performs the Phillips and Perron unit root test. Beside the Z statistics Z-alpha and Z-tau, the Z statistics for the deterministic part of the test regression are computed, too. Usage ur.pp(x, type...
/CRAN/refmans/urca/html/ur.pp.html
cran-help matching:
engle, granger and mackinnon |
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R: Representation of class ur.ers
...class ur.ers Description This class contains the relevant information by applying the Elliott, Rothenberg and Stock unit root test. Slots y: Object of class "vector": The time series to be tested. yd...
/CRAN/refmans/urca/html/ur.ers-class.html
cran-help matching:
engle, granger and mackinnon |
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R: Representation of class ur.pp
ur.pp-class {urca} R Documentation Representation of class ur.pp Description This class contains the relevant information by applying the Phillips and Perron unit root test to a time series. Slots y...
/CRAN/refmans/urca/html/ur.pp-class.html
cran-help matching:
engle, granger and mackinnon |