kpssrecst-class

This class contains information from the Kwiatkowski-Phillips-Schmidt-Shin unit root test
    computed recursively along subsamples of the original data.

classes

This package contains several functions for analysing quarterly and monthly time series.
      Unit root test: ADF, KPSS, HEGY, and CH, as well as graphics: Buys-Ballot and
      seasonal cycles, among others, have been implemented to accomplish either an analytical or a
      graphical analysis. Combined use of both enables the user to characterize the seasonality as
      deterministic, stochastic or a mixture of them. An easy to use graphical user interface is also
      provided to run some of the implemented functions.

kpssrecst-class: "kpssrecst" Class

Description

Arguments

References

See Also