ch.rs.pvalue

a numeric. The value of the CH statistic.

a string specifying the formulation of the test, 
<code>"dummy"</code> for seasonal dummies or <code>"trigonometric"</code> for seasonal cycles.

type

logical indicating whether a first order lag of was included in the regression model.

lag1

numeric, the periodicity of the data.

numeric, the number of observations.

an integer indicating the number of points employed in the response surface 
regression.

nobsreg

numeric, the degrees of freedom of the Von Mises distribution.

VMdf

Compute p-values for the Canova and Hansen (CH) test statistic 
based on the response surface regressions approach.

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.

Georgi Boshnakov

uroot

Unit Root Tests for Seasonal Time Series

Javier López-de-Lacalle

ch.rs.pvalue function

<dl><dt>x</dt>
<dd>a numeric. The value of the CH statistic.</dd></dl>

<dl><dt>type</dt>
<dd>a string specifying the formulation of the test, 
<code>"dummy"</code> for seasonal dummies or <code>"trigonometric"</code> for seasonal cycles.</dd></dl>

<dl><dt>lag1</dt>
<dd>logical indicating whether a first order lag of was included in the regression model.</dd></dl>

<dl><dt>S</dt>
<dd>numeric, the periodicity of the data.</dd></dl>

<dl><dt>n</dt>
<dd>numeric, the number of observations.</dd></dl>

<dl><dt>nobsreg</dt>
<dd>an integer indicating the number of points employed in the response surface 
regression.</dd></dl>

<dl><dt>VMdf</dt>
<dd>numeric, the degrees of freedom of the Von Mises distribution.</dd></dl>

Arguments

P-values for the CH test statistic — ch.rs.pvalue

<dl>

<dt>x</dt>
<dd>a numeric. The value of the CH statistic.</dd>

</dl>

<dl>

<dt>type</dt>
<dd>a string specifying the formulation of the test, 
<code>"dummy"</code> for seasonal dummies or <code>"trigonometric"</code> for seasonal cycles.</dd>

</dl>

<dl>

<dt>lag1</dt>
<dd>logical indicating whether a first order lag of was included in the regression model.</dd>

</dl>

<dl>

<dt>S</dt>
<dd>numeric, the periodicity of the data.</dd>

</dl>

<dl>

<dt>n</dt>
<dd>numeric, the number of observations.</dd>

</dl>

<dl>

<dt>nobsreg</dt>
<dd>an integer indicating the number of points employed in the response surface 
regression.</dd>

</dl>

<dl>

<dt>VMdf</dt>
<dd>numeric, the degrees of freedom of the Von Mises distribution.</dd>

</dl>

ch.rs.pvalue: P-values for the CH test statistic

Description

Usage

Value

Arguments

Details

References

See Also