mleur (version 1.0-6)

testStatUM: unit root MLE test statistic

Description

Computes the MLE unit root test statistic.

Usage

testStatUM(y, type = c("p", "n"))

Arguments

y

time series

type

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

Value

Details

See paper.

See Also

mleur

Examples

testStatUM(vel)