| Name : R-fracdist
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.12
| Date : 2024-06-14 10:58:38
|
| Group : Development/Libraries/Other
| Source RPM : R-fracdist-0.1.1-lp153.1.12.src.rpm
|
| Size : 1.06 MB
| |
| Packager : (none)
| |
| Summary : Numerical CDFs for Fractional Unit Root and Cointegration Tests
|
Description :
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 the Fractionally Cointegrated
Vector Autoregression (FCVAR) model. The functions implement procedures
for tests described in the following articles: Johansen, S. and M. Ø.
Nielsen (2012) < doi:10.3982/ECTA9299>, MacKinnon, J. G. and M. Ø.
Nielsen (2014) < doi:10.1002/jae.2295>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
