Displaying 3 results from an estimated 3 matches for "cadftest".
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adftest
2024 Mar 14
0
CADFtest difference between max.lag.y with criterion and without criterion
Dear Professor Bernhard,
Sorry for take your time, but I found something strange that I am not able to explain/understand.
Suppose that I compute the ADF test by using the criterion="BIC" to select the lags:
summary(CADFtest(y, max.lag.y = 20, type = "drift", criterion="BIC"))
Suppose that 2 lags are selected.
Next, if I set the lags to 2: summary(CADFtest(y, max.lag.y = 2, type = "drift"))
the ADF test result is different... You can confirm down, please. I think the reason is the number...
2011 Nov 14
3
What is the CADF test criterion="BIC" report?
Hello:
I am a rookie in using R. When I used the unit root test in
"CADFtest", I got the different t-test statistics between using
criterion="BIC" and no using criterion. But when I checked the result
with eviews, I find out that no using criterion is correct. Why after
using criterion="BIC", I got the different result?
Paul
> data(Cana...
2009 Sep 27
3
CRAN (and crantastic) updates this week
CRAN (and crantastic) updates this week
New packages
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* bdoc (1.0)
Michael Anderson
http://crantastic.org/packages/bdoc
This package contains a function that will classify DNA barcodes as
well as a few test and reference data sets.
* bdsmatrix (1.0)
Terry Therneau
http://crantastic.org/packages/bdsmatrix
This is a special case of sparse matrices, used by coxme and