ch.data

<p>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).</p>

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.

ORPHANED

uroot

Unit Root Tests for Seasonal Time Series

ch.data function

<p>A list containing time series objects.</p>

ch.data: CH-data Sample Data Set

Description

Usage

Arguments

Format