HLT {memochange} | R Documentation |
function to calculate unit root test to adjust test statistic as suggested by Harvey, Leybourne, and Taylor (2006).
Description
function to calculate unit root test to adjust test statistic as suggested by Harvey, Leybourne, and Taylor (2006).
Usage
HLT(x, trend, z)
[Package memochange version 1.1.1 Index]