# NOT RUN {
#Use original data from paper:
data(zeroyld)
dataPaper<-zeroyld
# Test: nboot, number of bootstrap replications, should be high
# }
# NOT RUN {
test1<-TVECM.HStest(dataPaper, lag=1, intercept=TRUE, nboot=1000)
# }
# NOT RUN {
#we use here for the example a much smaller number of bootstrap:
test1<-TVECM.HStest(dataPaper, lag=1, intercept=TRUE, nboot=10)
test1
summary(test1)
plot(test1)
#can have only specific plots:
plot(test1, which="LM values")
plot(test1, which="Density")
## Run the function in parallel:
# }
# NOT RUN {
#we show here the use with package doMC
library(doMC)
registerDoMC(2) #Number of cores
test1<-TVECM.HStest(dataPaper, lag=1, intercept=TRUE, nboot=1000, hpc="foreach")
# }
# NOT RUN {
# }
Run the code above in your browser using DataLab