mleur (version 1.0-6)

mleur: Fast exact MLE unit root test

Description

Implements fast unit root test using response surface

Usage

mleur(y, type = c("p", "n"))

Arguments

y

time series

type

default "p" for pivotal statistic, otherwise the normalized statistic is used

Value

• a vector of length 4 with named elements: c("test statistic", "1

Details

In paper.

Examples

mleur(vel)