ch.rs.pvalue

a numeric. The value of the CH statistic.

a string specifying the formulation of the test, 
<code>"dummy"</code> for seasonal dummies or <code>"trigonometric"</code> for seasonal cycles.

type

logical indicating whether a first order lag of was included in the regression model.

lag1

numeric, the periodicity of the data.

numeric, the number of observations.

an integer indicating the number of points employed in the response surface 
regression.

nobsreg

numeric, the degrees of freedom of the Von Mises distribution.

VMdf

Compute p-values for the Canova and Hansen (CH) test statistic 
based on the response surface regressions approach.

Seasonal unit roots and seasonal stability tests.
P-values based on response surface regressions are available for both tests.
P-values based on bootstrap are available for seasonal unit root tests.
A parallel implementation of the bootstrap method requires a CUDA capable GPU
with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.

ch.rs.pvalue: P-values for the CH test statistic

Description

Usage

Arguments

Value

Details

References

See Also