| unitroot {seer} | R Documentation |
Unit root test statistics
Description
Computes the test statistics based on unit root tests Phillips–Perron test and KPSS test
Usage
unitroot(y)
Arguments
y |
a univariate time series |
Value
A vector of 3 values: test statistic based on PP-test and KPSS-test
Author(s)
Thiyanga Talagala
[Package seer version 1.1.8 Index]