search for: ltrunc

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2006 Dec 02
1
Problem with CH.test in uroot package
...and I entered a series entitled extp, in spite of that the problem persite. In short,here are what I wrote and the message that I obtained: > library(uroot) > extp=c(1,3,10,14,12,5,8,12,13,15,9,8,7,10,9,7,3,10,3,11,12,7,4,9,8,10,20,17) > CH.test (wts=extp, frec=c(1,1), f0=1, DetTr=FALSE, ltrunc=NULL) Erreur dans seq.default(2, qq * 2, 2) : signe incorrect de l'argument 'by' The last line wants to say that there is incorrect sign of the argument “by” Which will be your suggestions, thank you. [[alternative HTML version deleted]]
2006 Jul 06
1
Access values in kpssstat-class
Hi, How can I access the Values stored in kpssstat-class given by KPSS.test function and store it in a variable. For example: >x <- rnorm(1000) >test <- KPSS.test(ts(x)) >test ---- ---- KPSS test ---- ---- Null hypotheses: Level stationarity and stationarity around a linear trend. Alternative hypothesis: Unit root. ---- Statistic for the null