supLMQur {tseriesTARMA} | R Documentation |
The data provides asymptotic null critical values for the unit root supLM test described in (Chan et al. 2024). They are used with the following tests:
Provided pb = 1- pa
.
supLMQur
supLMQur
A 4-dimensional array that contains 4 critical values (at level 10%, 5%, 1%, 0.1%) for each combination of
pa
Lower bound for the threshold range. From 0.01 to 0.4
th
MA(1) parameter.
n
Sample size.
Chan K, Giannerini S, Goracci G, Tong H (2024). “Testing for threshold regulation in presence of measurement error.” Statistica Sinica, 34(3), 1413-1434. doi:10.5705/ss.202022.0125, https://doi.org/10.5705/ss.202022.0125.