fracdist
cranv0.1.1Numerical CDFs for Fractional Unit Root and Cointegration Tests. Calculate numerical asymptotic distribution functions of likelihood ratio statistics for fractional unit root tests and tests of cointegration rank. For these distributions, the included functions calculate critical values and P-values used in unit root tests, cointegration tests, and rank tests in
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fracdiff (adjacent_swap_or_double dist 2)
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curl https://depscope.dev/api/check/cran/fracdistFirst published · 2021-05-25 08:08:41
Last updated · 2021-05-25T06:00:03+00:00