ch.data


U.S. post World War II macroeconomic time series. The data set is described and employed 
in Canova and Hansen (JBES, 1995, Section 5.1).


datasets

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.

Javier López-de-Lacalle

uroot

Unit Root Tests for Seasonal Time Series

ch.data function

Format

<a href="http://www.ssc.wisc.edu/~bhansen/progs/jbes_95.html">http://www.ssc.wisc.edu/~bhansen/progs/jbes_95.html</a>

ch.data: CH-data Sample Data Set

Description

Usage

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Format

Source