tbar

Compute the resursive mean of each series

Threshold model, panel version of Hylleberg et al. (1990) <DOI:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang (2002) <DOI:10.1016/S0304-4076(02)00095-7>.

Ho Tsung-wu

Threshold Model and Unit Root Tests in Cross-Section and Time
Series Data

tbar function

<dl> <dt> x </dt>
<dd>A univariate time series data</dd>
</dl>

Arguments

Ho Tsung-wu &lt;tsungwu@ntnu.edu.tw&gt;

Author

Compute the resursive mean — tbar

<dl>

 <dt> x </dt>
<dd>A univariate time series data</dd>


</dl>

tbar: Compute the resursive mean

Description

Usage

Arguments

Author

Details

Examples