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unitroot
2012 Feb 07
0
A question on p-value of Unit Root Tests using “urca” toolbox
A question on p-value of Unit Root Tests using “urca” toolbox
There’s a function “punitroot” on unit root probability value
punitroot(q, N = Inf, trend = c("c", "nc", "ct", "ctt"), statistic = c("t",
"n"), na.rm = FALSE)
To my knowledge, “c” means “const” or intercept, “nc” means no const or
intercept, and “ct” means time t...