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uroot (version 1.4-1)

chrecst-class: "chrecst" Class

Description

This class contains information from the Canova-Hansen unit root test computed recursively along subsamples of the original data.

Arguments

References

F. Canova and B.E. Hansen (1995), Are seasonal patterns constant over time? A test for seasonal stability. Journal of Business and Economic Statistics, 13, 237-252.

See Also

CH.rectest.