ur_summary

<code>ur_summary()</code> provides a summary of the unit root tests
included in this package.

These are tools that allow users to do time series diagnostics, primarily
tests of unit root, by way of simulation. While there is nothing necessarily
wrong with the received wisdom of critical values generated decades ago,
simulation provides its own perks. Not only is simulation broadly informative
as to what these various test statistics do and what are their plausible
values, simulation provides more flexibility for assessing unit root by way
of different thresholds or different hypothesized distributions.

Steve Miller

sTSD

Simulate Time Series Diagnostics

Steven Miller

ur_summary function

<dl><dt>obj</dt>
<dd>the object to be summarized, of class 'spp_test'</dd>
<dt>pp_stat</dt>
<dd>a statistic to be summarized: either "tau" or "rho". Applicable
only to Phillips-Perron tests generated by functions in this package.</dd>
<dt>...</dt>
<dd>additional argument, currently ignored</dd></dl>

Arguments

Author

Summarize Unit Root Test Simulations — ur_summary

<dl>

<dt>obj</dt>
<dd>the object to be summarized, of class 'spp_test'</dd>


<dt>pp_stat</dt>
<dd>a statistic to be summarized: either "tau" or "rho". Applicable
only to Phillips-Perron tests generated by functions in this package.</dd>


<dt>...</dt>
<dd>additional argument, currently ignored</dd>

</dl>

ur_summary: Summarize Unit Root Test Simulations

Description

Usage

Value

Arguments

Author

Details

Examples